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

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

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