NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 81.32 81.33 0.01 0.0% 81.25
High 81.70 81.53 -0.17 -0.2% 82.55
Low 80.08 80.00 -0.08 -0.1% 79.39
Close 81.32 80.96 -0.36 -0.4% 81.32
Range 1.62 1.53 -0.09 -5.6% 3.16
ATR 1.57 1.57 0.00 -0.2% 0.00
Volume 22,151 22,165 14 0.1% 91,085
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.42 84.72 81.80
R3 83.89 83.19 81.38
R2 82.36 82.36 81.24
R1 81.66 81.66 81.10 81.25
PP 80.83 80.83 80.83 80.62
S1 80.13 80.13 80.82 79.72
S2 79.30 79.30 80.68
S3 77.77 78.60 80.54
S4 76.24 77.07 80.12
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.57 89.10 83.06
R3 87.41 85.94 82.19
R2 84.25 84.25 81.90
R1 82.78 82.78 81.61 83.52
PP 81.09 81.09 81.09 81.45
S1 79.62 79.62 81.03 80.36
S2 77.93 77.93 80.74
S3 74.77 76.46 80.45
S4 71.61 73.30 79.58
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% 1.60 2.0% 50% False False 19,082
10 82.97 79.39 3.58 4.4% 1.49 1.8% 44% False False 19,250
20 82.97 78.80 4.17 5.2% 1.50 1.9% 52% False False 16,159
40 86.55 75.70 10.85 13.4% 1.53 1.9% 48% False False 12,600
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 False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.03
2.618 85.54
1.618 84.01
1.000 83.06
0.618 82.48
HIGH 81.53
0.618 80.95
0.500 80.77
0.382 80.58
LOW 80.00
0.618 79.05
1.000 78.47
1.618 77.52
2.618 75.99
4.250 73.50
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 80.90 80.82
PP 80.83 80.68
S1 80.77 80.55

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

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