NYMEX Light Sweet Crude Oil Future January 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 78.12 79.05 0.93 1.2% 78.95
High 79.62 79.61 -0.01 0.0% 80.50
Low 77.49 77.69 0.20 0.3% 77.20
Close 79.09 77.99 -1.10 -1.4% 78.08
Range 2.13 1.92 -0.21 -9.9% 3.30
ATR 1.79 1.80 0.01 0.5% 0.00
Volume 42,848 36,190 -6,658 -15.5% 247,956
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.19 83.01 79.05
R3 82.27 81.09 78.52
R2 80.35 80.35 78.34
R1 79.17 79.17 78.17 78.80
PP 78.43 78.43 78.43 78.25
S1 77.25 77.25 77.81 76.88
S2 76.51 76.51 77.64
S3 74.59 75.33 77.46
S4 72.67 73.41 76.93
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.49 86.59 79.90
R3 85.19 83.29 78.99
R2 81.89 81.89 78.69
R1 79.99 79.99 78.38 79.29
PP 78.59 78.59 78.59 78.25
S1 76.69 76.69 77.78 75.99
S2 75.29 75.29 77.48
S3 71.99 73.39 77.17
S4 68.69 70.09 76.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.82 77.20 2.62 3.4% 1.76 2.3% 30% False False 42,555
10 80.50 77.20 3.30 4.2% 1.69 2.2% 24% False False 43,401
20 80.50 73.12 7.38 9.5% 1.85 2.4% 66% False False 35,324
40 84.73 73.12 11.61 14.9% 1.75 2.2% 42% False False 23,071
60 84.73 73.12 11.61 14.9% 1.74 2.2% 42% False False 17,383
80 84.73 73.12 11.61 14.9% 1.73 2.2% 42% False False 14,199
100 93.29 72.06 21.23 27.2% 1.80 2.3% 28% False False 12,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.77
2.618 84.64
1.618 82.72
1.000 81.53
0.618 80.80
HIGH 79.61
0.618 78.88
0.500 78.65
0.382 78.42
LOW 77.69
0.618 76.50
1.000 75.77
1.618 74.58
2.618 72.66
4.250 69.53
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 78.65 78.41
PP 78.43 78.27
S1 78.21 78.13

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

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