NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 81.94 82.14 0.20 0.2% 81.19
High 82.05 82.32 0.27 0.3% 81.30
Low 81.43 81.73 0.30 0.4% 79.40
Close 81.94 82.14 0.20 0.2% 81.23
Range 0.62 0.59 -0.03 -4.8% 1.90
ATR 1.12 1.08 -0.04 -3.4% 0.00
Volume 7,500 8,988 1,488 19.8% 13,061
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.83 83.58 82.46
R3 83.24 82.99 82.30
R2 82.65 82.65 82.25
R1 82.40 82.40 82.19 82.44
PP 82.06 82.06 82.06 82.08
S1 81.81 81.81 82.09 81.85
S2 81.47 81.47 82.03
S3 80.88 81.22 81.98
S4 80.29 80.63 81.82
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.34 85.69 82.28
R3 84.44 83.79 81.75
R2 82.54 82.54 81.58
R1 81.89 81.89 81.40 82.22
PP 80.64 80.64 80.64 80.81
S1 79.99 79.99 81.06 80.32
S2 78.74 78.74 80.88
S3 76.84 78.09 80.71
S4 74.94 76.19 80.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 80.13 2.19 2.7% 0.46 0.6% 92% True False 5,424
10 82.32 78.63 3.69 4.5% 0.68 0.8% 95% True False 4,335
20 82.32 75.91 6.41 7.8% 0.76 0.9% 97% True False 3,716
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 -0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.83
2.618 83.86
1.618 83.27
1.000 82.91
0.618 82.68
HIGH 82.32
0.618 82.09
0.500 82.03
0.382 81.96
LOW 81.73
0.618 81.37
1.000 81.14
1.618 80.78
2.618 80.19
4.250 79.22
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 82.10 81.84
PP 82.06 81.53
S1 82.03 81.23

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

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