NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 77.45 77.37 -0.08 -0.1% 78.12
High 78.16 79.07 0.91 1.2% 79.62
Low 76.41 77.24 0.83 1.1% 76.41
Close 77.70 78.62 0.92 1.2% 78.62
Range 1.75 1.83 0.08 4.6% 3.21
ATR 1.79 1.79 0.00 0.2% 0.00
Volume 65,391 58,259 -7,132 -10.9% 264,303
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.80 83.04 79.63
R3 81.97 81.21 79.12
R2 80.14 80.14 78.96
R1 79.38 79.38 78.79 79.76
PP 78.31 78.31 78.31 78.50
S1 77.55 77.55 78.45 77.93
S2 76.48 76.48 78.28
S3 74.65 75.72 78.12
S4 72.82 73.89 77.61
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.85 86.44 80.39
R3 84.64 83.23 79.50
R2 81.43 81.43 79.21
R1 80.02 80.02 78.91 80.73
PP 78.22 78.22 78.22 78.57
S1 76.81 76.81 78.33 77.52
S2 75.01 75.01 78.03
S3 71.80 73.60 77.74
S4 68.59 70.39 76.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.62 76.41 3.21 4.1% 1.87 2.4% 69% False False 52,860
10 80.50 76.41 4.09 5.2% 1.68 2.1% 54% False False 51,225
20 80.50 75.52 4.98 6.3% 1.86 2.4% 62% False False 41,910
40 84.73 73.12 11.61 14.8% 1.73 2.2% 47% False False 27,082
60 84.73 73.12 11.61 14.8% 1.75 2.2% 47% False False 20,218
80 84.73 73.12 11.61 14.8% 1.71 2.2% 47% False False 16,380
100 89.50 72.06 17.44 22.2% 1.81 2.3% 38% False False 14,210
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.85
2.618 83.86
1.618 82.03
1.000 80.90
0.618 80.20
HIGH 79.07
0.618 78.37
0.500 78.16
0.382 77.94
LOW 77.24
0.618 76.11
1.000 75.41
1.618 74.28
2.618 72.45
4.250 69.46
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 78.47 78.33
PP 78.31 78.03
S1 78.16 77.74

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

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