NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 82.17 82.13 -0.04 0.0% 81.59
High 82.39 82.22 -0.17 -0.2% 82.39
Low 81.70 80.88 -0.82 -1.0% 79.62
Close 82.17 81.20 -0.97 -1.2% 81.60
Range 0.69 1.34 0.65 94.2% 2.77
ATR 1.50 1.49 -0.01 -0.8% 0.00
Volume 19,366 22,417 3,051 15.8% 45,437
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.45 84.67 81.94
R3 84.11 83.33 81.57
R2 82.77 82.77 81.45
R1 81.99 81.99 81.32 81.71
PP 81.43 81.43 81.43 81.30
S1 80.65 80.65 81.08 80.37
S2 80.09 80.09 80.95
S3 78.75 79.31 80.83
S4 77.41 77.97 80.46
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 3.1% 1.05 1.3% 29% False False 19,597
10 82.97 79.57 3.40 4.2% 1.38 1.7% 48% False False 15,622
20 82.97 75.70 7.27 9.0% 1.49 1.8% 76% False False 13,012
40 86.55 75.70 10.85 13.4% 1.54 1.9% 51% False False 10,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.92
2.618 85.73
1.618 84.39
1.000 83.56
0.618 83.05
HIGH 82.22
0.618 81.71
0.500 81.55
0.382 81.39
LOW 80.88
0.618 80.05
1.000 79.54
1.618 78.71
2.618 77.37
4.250 75.19
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 81.55 81.93
PP 81.43 81.68
S1 81.32 81.44

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

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