NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 82.14 81.79 -0.35 -0.4% 81.19
High 82.32 81.65 -0.67 -0.8% 81.30
Low 81.73 81.63 -0.10 -0.1% 79.40
Close 82.14 81.79 -0.35 -0.4% 81.23
Range 0.59 0.02 -0.57 -96.6% 1.90
ATR 1.08 1.04 -0.04 -3.8% 0.00
Volume 8,988 5,025 -3,963 -44.1% 13,061
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.75 81.79 81.80
R3 81.73 81.77 81.80
R2 81.71 81.71 81.79
R1 81.75 81.75 81.79 81.80
PP 81.69 81.69 81.69 81.72
S1 81.73 81.73 81.79 81.78
S2 81.67 81.67 81.79
S3 81.65 81.71 81.78
S4 81.63 81.69 81.78
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% 0.45 0.6% 76% False False 5,858
10 82.32 79.15 3.17 3.9% 0.63 0.8% 83% False False 4,488
20 82.32 75.91 6.41 7.8% 0.72 0.9% 92% False False 3,916
40 86.21 75.91 10.30 12.6% 0.61 0.7% 57% False False 2,860
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.05
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 81.74
2.618 81.70
1.618 81.68
1.000 81.67
0.618 81.66
HIGH 81.65
0.618 81.64
0.500 81.64
0.382 81.64
LOW 81.63
0.618 81.62
1.000 81.61
1.618 81.60
2.618 81.58
4.250 81.55
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 81.74 81.88
PP 81.69 81.85
S1 81.64 81.82

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

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