NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 81.25 81.86 0.61 0.8% 81.92
High 82.49 82.55 0.06 0.1% 82.97
Low 80.55 80.72 0.17 0.2% 80.16
Close 82.01 80.97 -1.04 -1.3% 81.15
Range 1.94 1.83 -0.11 -5.7% 2.81
ATR 1.55 1.57 0.02 1.3% 0.00
Volume 17,836 13,867 -3,969 -22.3% 100,210
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.90 85.77 81.98
R3 85.07 83.94 81.47
R2 83.24 83.24 81.31
R1 82.11 82.11 81.14 81.76
PP 81.41 81.41 81.41 81.24
S1 80.28 80.28 80.80 79.93
S2 79.58 79.58 80.63
S3 77.75 78.45 80.47
S4 75.92 76.62 79.96
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 82.55 80.16 2.39 3.0% 1.55 1.9% 34% True False 17,526
10 82.97 80.16 2.81 3.5% 1.39 1.7% 29% False False 16,856
20 82.97 75.70 7.27 9.0% 1.56 1.9% 72% False False 14,147
40 86.55 75.70 10.85 13.4% 1.57 1.9% 49% False False 11,120
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.33
2.618 87.34
1.618 85.51
1.000 84.38
0.618 83.68
HIGH 82.55
0.618 81.85
0.500 81.64
0.382 81.42
LOW 80.72
0.618 79.59
1.000 78.89
1.618 77.76
2.618 75.93
4.250 72.94
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 81.64 81.36
PP 81.41 81.23
S1 81.19 81.10

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

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