NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 79.62 79.82 0.20 0.3% 81.21
High 80.18 80.94 0.76 0.9% 81.75
Low 78.63 79.74 1.11 1.4% 78.63
Close 79.74 80.53 0.79 1.0% 80.53
Range 1.55 1.20 -0.35 -22.6% 3.12
ATR 1.39 1.37 -0.01 -1.0% 0.00
Volume 5,735 7,541 1,806 31.5% 39,277
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.00 83.47 81.19
R3 82.80 82.27 80.86
R2 81.60 81.60 80.75
R1 81.07 81.07 80.64 81.34
PP 80.40 80.40 80.40 80.54
S1 79.87 79.87 80.42 80.14
S2 79.20 79.20 80.31
S3 78.00 78.67 80.20
S4 76.80 77.47 79.87
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.66 88.22 82.25
R3 86.54 85.10 81.39
R2 83.42 83.42 81.10
R1 81.98 81.98 80.82 81.14
PP 80.30 80.30 80.30 79.89
S1 78.86 78.86 80.24 78.02
S2 77.18 77.18 79.96
S3 74.06 75.74 79.67
S4 70.94 72.62 78.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.75 78.63 3.12 3.9% 1.47 1.8% 61% False False 7,855
10 82.11 78.63 3.48 4.3% 1.33 1.7% 55% False False 8,444
20 82.11 77.94 4.17 5.2% 1.43 1.8% 62% False False 6,769
40 85.70 74.98 10.72 13.3% 1.03 1.3% 52% False False 4,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.04
2.618 84.08
1.618 82.88
1.000 82.14
0.618 81.68
HIGH 80.94
0.618 80.48
0.500 80.34
0.382 80.20
LOW 79.74
0.618 79.00
1.000 78.54
1.618 77.80
2.618 76.60
4.250 74.64
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 80.47 80.28
PP 80.40 80.03
S1 80.34 79.79

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

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