NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	79.76	79.58	-0.18	-0.2%	78.04
High	80.50	79.82	-0.68	-0.8%	79.74
Low	79.10	78.73	-0.37	-0.5%	76.67
Close	79.74	79.43	-0.31	-0.4%	79.00
Range	1.40	1.09	-0.31	-22.1%	3.07
ATR	1.80	1.75	-0.05	-2.8%	0.00
Volume	50,190	40,919	-9,271	-18.5%	129,768

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.60	82.10	80.03
R3	81.51	81.01	79.73
R2	80.42	80.42	79.63
R1	79.92	79.92	79.53	79.63
PP	79.33	79.33	79.33	79.18
S1	78.83	78.83	79.33	78.54
S2	78.24	78.24	79.23
S3	77.15	77.74	79.13
S4	76.06	76.65	78.83

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.68	86.41	80.69
R3	84.61	83.34	79.84
R2	81.54	81.54	79.56
R1	80.27	80.27	79.28	80.91
PP	78.47	78.47	78.47	78.79
S1	77.20	77.20	78.72	77.84
S2	75.40	75.40	78.44
S3	72.33	74.13	78.16
S4	69.26	71.06	77.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.50	77.49	3.01	3.8%	1.46	1.8%	64%	False	False	43,583
10	80.50	76.11	4.39	5.5%	1.76	2.2%	76%	False	False	38,640
20	80.50	73.12	7.38	9.3%	1.79	2.3%	86%	False	False	30,143
40	84.73	73.12	11.61	14.6%	1.71	2.2%	54%	False	False	19,672
60	84.73	73.12	11.61	14.6%	1.72	2.2%	54%	False	False	14,757
80	84.73	72.06	12.67	16.0%	1.71	2.2%	58%	False	False	12,345
100	93.29	72.06	21.23	26.7%	1.76	2.2%	35%	False	False	10,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	84.45
2.618	82.67
1.618	81.58
1.000	80.91
0.618	80.49
HIGH	79.82
0.618	79.40
0.500	79.28
0.382	79.15
LOW	78.73
0.618	78.06
1.000	77.64
1.618	76.97
2.618	75.88
4.250	74.10

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	79.38	79.62
PP	79.33	79.55
S1	79.28	79.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols