NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 81.79 81.25 -0.54 -0.7% 81.92
High 82.11 82.49 0.38 0.5% 82.97
Low 80.16 80.55 0.39 0.5% 80.16
Close 81.15 82.01 0.86 1.1% 81.15
Range 1.95 1.94 -0.01 -0.5% 2.81
ATR 1.52 1.55 0.03 2.0% 0.00
Volume 14,146 17,836 3,690 26.1% 100,210
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.50 86.70 83.08
R3 85.56 84.76 82.54
R2 83.62 83.62 82.37
R1 82.82 82.82 82.19 83.22
PP 81.68 81.68 81.68 81.89
S1 80.88 80.88 81.83 81.28
S2 79.74 79.74 81.65
S3 77.80 78.94 81.48
S4 75.86 77.00 80.94
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.86 88.31 82.70
R3 87.05 85.50 81.92
R2 84.24 84.24 81.67
R1 82.69 82.69 81.41 82.06
PP 81.43 81.43 81.43 81.11
S1 79.88 79.88 80.89 79.25
S2 78.62 78.62 80.63
S3 75.81 77.07 80.38
S4 73.00 74.26 79.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 80.16 2.81 3.4% 1.39 1.7% 66% False False 19,417
10 82.97 79.62 3.35 4.1% 1.44 1.8% 71% False False 16,348
20 82.97 75.70 7.27 8.9% 1.54 1.9% 87% False False 13,742
40 86.55 75.70 10.85 13.2% 1.55 1.9% 58% False False 10,923
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.74
2.618 87.57
1.618 85.63
1.000 84.43
0.618 83.69
HIGH 82.49
0.618 81.75
0.500 81.52
0.382 81.29
LOW 80.55
0.618 79.35
1.000 78.61
1.618 77.41
2.618 75.47
4.250 72.31
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 81.85 81.78
PP 81.68 81.55
S1 81.52 81.33

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

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