NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 80.17 80.47 0.30 0.4% 81.52
High 81.75 80.58 -1.17 -1.4% 82.11
Low 80.00 79.25 -0.75 -0.9% 79.31
Close 80.17 79.78 -0.39 -0.5% 80.30
Range 1.75 1.33 -0.42 -24.0% 2.80
ATR 1.38 1.38 0.00 -0.3% 0.00
Volume 7,681 10,106 2,425 31.6% 45,168
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.86 83.15 80.51
R3 82.53 81.82 80.15
R2 81.20 81.20 80.02
R1 80.49 80.49 79.90 80.18
PP 79.87 79.87 79.87 79.72
S1 79.16 79.16 79.66 78.85
S2 78.54 78.54 79.54
S3 77.21 77.83 79.41
S4 75.88 76.50 79.05
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.44 81.84
R3 86.17 84.64 81.07
R2 83.37 83.37 80.81
R1 81.84 81.84 80.56 81.21
PP 80.57 80.57 80.57 80.26
S1 79.04 79.04 80.04 78.41
S2 77.77 77.77 79.79
S3 74.97 76.24 79.53
S4 72.17 73.44 78.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.75 79.25 2.50 3.1% 1.60 2.0% 21% False True 8,861
10 82.11 79.25 2.86 3.6% 1.31 1.6% 19% False True 8,118
20 82.11 74.98 7.13 8.9% 1.34 1.7% 67% False False 6,430
40 85.70 74.98 10.72 13.4% 0.98 1.2% 45% False False 4,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.23
2.618 84.06
1.618 82.73
1.000 81.91
0.618 81.40
HIGH 80.58
0.618 80.07
0.500 79.92
0.382 79.76
LOW 79.25
0.618 78.43
1.000 77.92
1.618 77.10
2.618 75.77
4.250 73.60
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 79.92 80.50
PP 79.87 80.26
S1 79.83 80.02

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These figures are updated between 7pm and 10pm EST after a trading day.

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