NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 80.58 80.54 -0.04 0.0% 81.92
High 81.42 81.00 -0.42 -0.5% 82.97
Low 80.00 79.39 -0.61 -0.8% 80.16
Close 80.58 80.54 -0.04 0.0% 81.15
Range 1.42 1.61 0.19 13.4% 2.81
ATR 1.56 1.57 0.00 0.2% 0.00
Volume 21,282 15,949 -5,333 -25.1% 100,210
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.14 84.45 81.43
R3 83.53 82.84 80.98
R2 81.92 81.92 80.84
R1 81.23 81.23 80.69 81.35
PP 80.31 80.31 80.31 80.37
S1 79.62 79.62 80.39 79.74
S2 78.70 78.70 80.24
S3 77.09 78.01 80.10
S4 75.48 76.40 79.65
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 79.39 3.16 3.9% 1.75 2.2% 36% False True 16,616
10 82.97 79.39 3.58 4.4% 1.40 1.7% 32% False True 18,106
20 82.97 77.46 5.51 6.8% 1.56 1.9% 56% False False 15,196
40 86.55 75.70 10.85 13.5% 1.56 1.9% 45% False False 11,822
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.84
2.618 85.21
1.618 83.60
1.000 82.61
0.618 81.99
HIGH 81.00
0.618 80.38
0.500 80.20
0.382 80.01
LOW 79.39
0.618 78.40
1.000 77.78
1.618 76.79
2.618 75.18
4.250 72.55
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 80.43 80.97
PP 80.31 80.83
S1 80.20 80.68

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

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