NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 80.50 82.60 2.10 2.6% 81.21
High 82.26 83.80 1.54 1.9% 81.75
Low 80.28 82.37 2.09 2.6% 78.63
Close 82.14 83.69 1.55 1.9% 80.53
Range 1.98 1.43 -0.55 -27.8% 3.12
ATR 1.41 1.43 0.02 1.3% 0.00
Volume 9,080 11,268 2,188 24.1% 39,277
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.58 87.06 84.48
R3 86.15 85.63 84.08
R2 84.72 84.72 83.95
R1 84.20 84.20 83.82 84.46
PP 83.29 83.29 83.29 83.42
S1 82.77 82.77 83.56 83.03
S2 81.86 81.86 83.43
S3 80.43 81.34 83.30
S4 79.00 79.91 82.90
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 83.80 79.25 4.55 5.4% 1.46 1.7% 98% True False 9,122
10 83.80 78.63 5.17 6.2% 1.55 1.9% 98% True False 8,567
20 83.80 78.63 5.17 6.2% 1.44 1.7% 98% True False 7,608
40 85.19 74.98 10.21 12.2% 1.14 1.4% 85% False False 5,612
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.88
2.618 87.54
1.618 86.11
1.000 85.23
0.618 84.68
HIGH 83.80
0.618 83.25
0.500 83.09
0.382 82.92
LOW 82.37
0.618 81.49
1.000 80.94
1.618 80.06
2.618 78.63
4.250 76.29
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 83.49 83.06
PP 83.29 82.43
S1 83.09 81.80

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

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