NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 80.94 80.59 -0.35 -0.4% 81.64
High 81.30 80.29 -1.01 -1.2% 82.11
Low 80.48 79.84 -0.64 -0.8% 79.39
Close 80.94 80.59 -0.35 -0.4% 80.94
Range 0.82 0.45 -0.37 -45.1% 2.72
ATR 1.08 1.08 0.00 0.1% 0.00
Volume 5,585 5,554 -31 -0.6% 26,417
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.59 81.54 80.84
R3 81.14 81.09 80.71
R2 80.69 80.69 80.67
R1 80.64 80.64 80.63 80.82
PP 80.24 80.24 80.24 80.33
S1 80.19 80.19 80.55 80.37
S2 79.79 79.79 80.51
S3 79.34 79.74 80.47
S4 78.89 79.29 80.34
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.68 82.44
R3 86.25 84.96 81.69
R2 83.53 83.53 81.44
R1 82.24 82.24 81.19 81.53
PP 80.81 80.81 80.81 80.46
S1 79.52 79.52 80.69 78.81
S2 78.09 78.09 80.44
S3 75.37 76.80 80.19
S4 72.65 74.08 79.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.11 79.39 2.72 3.4% 0.87 1.1% 44% False False 5,488
10 82.32 79.39 2.93 3.6% 0.74 0.9% 41% False False 5,808
20 82.32 78.63 3.69 4.6% 0.69 0.9% 53% False False 4,860
40 86.21 75.91 10.30 12.8% 0.74 0.9% 45% False False 3,721
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 0.13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.20
2.618 81.47
1.618 81.02
1.000 80.74
0.618 80.57
HIGH 80.29
0.618 80.12
0.500 80.07
0.382 80.01
LOW 79.84
0.618 79.56
1.000 79.39
1.618 79.11
2.618 78.66
4.250 77.93
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 80.42 80.51
PP 80.24 80.43
S1 80.07 80.35

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

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