NYMEX Light Sweet Crude Oil Future June 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 82.25 82.17 -0.08 -0.1% 81.59
High 82.97 82.39 -0.58 -0.7% 82.39
Low 81.96 81.70 -0.26 -0.3% 79.62
Close 82.52 82.17 -0.35 -0.4% 81.60
Range 1.01 0.69 -0.32 -31.7% 2.77
ATR 1.56 1.50 -0.05 -3.4% 0.00
Volume 23,324 19,366 -3,958 -17.0% 45,437
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.16 83.85 82.55
R3 83.47 83.16 82.36
R2 82.78 82.78 82.30
R1 82.47 82.47 82.23 82.52
PP 82.09 82.09 82.09 82.11
S1 81.78 81.78 82.11 81.83
S2 81.40 81.40 82.04
S3 80.71 81.09 81.98
S4 80.02 80.40 81.79
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.51 88.33 83.12
R3 86.74 85.56 82.36
R2 83.97 83.97 82.11
R1 82.79 82.79 81.85 83.38
PP 81.20 81.20 81.20 81.50
S1 80.02 80.02 81.35 80.61
S2 78.43 78.43 81.09
S3 75.66 77.25 80.84
S4 72.89 74.48 80.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 80.48 2.49 3.0% 1.10 1.3% 68% False False 17,570
10 82.97 79.10 3.87 4.7% 1.43 1.7% 79% False False 14,542
20 82.97 75.70 7.27 8.8% 1.49 1.8% 89% False False 12,594
40 86.55 75.70 10.85 13.2% 1.54 1.9% 60% False False 9,953
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 85.32
2.618 84.20
1.618 83.51
1.000 83.08
0.618 82.82
HIGH 82.39
0.618 82.13
0.500 82.05
0.382 81.96
LOW 81.70
0.618 81.27
1.000 81.01
1.618 80.58
2.618 79.89
4.250 78.77
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 82.13 82.29
PP 82.09 82.25
S1 82.05 82.21

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

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