NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 78.61 78.35 -0.26 -0.3% 79.75
High 79.58 79.00 -0.58 -0.7% 81.14
Low 78.00 77.34 -0.66 -0.8% 78.08
Close 78.56 78.57 0.01 0.0% 79.02
Range 1.58 1.66 0.08 5.1% 3.06
ATR 1.62 1.62 0.00 0.2% 0.00
Volume 24,509 22,413 -2,096 -8.6% 101,739
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.28 82.59 79.48
R3 81.62 80.93 79.03
R2 79.96 79.96 78.87
R1 79.27 79.27 78.72 79.62
PP 78.30 78.30 78.30 78.48
S1 77.61 77.61 78.42 77.96
S2 76.64 76.64 78.27
S3 74.98 75.95 78.11
S4 73.32 74.29 77.66
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.59 86.87 80.70
R3 85.53 83.81 79.86
R2 82.47 82.47 79.58
R1 80.75 80.75 79.30 80.08
PP 79.41 79.41 79.41 79.08
S1 77.69 77.69 78.74 77.02
S2 76.35 76.35 78.46
S3 73.29 74.63 78.18
S4 70.23 71.57 77.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.54 77.34 3.20 4.1% 1.78 2.3% 38% False True 19,014
10 81.14 77.34 3.80 4.8% 1.51 1.9% 32% False True 19,109
20 81.14 76.24 4.90 6.2% 1.64 2.1% 48% False False 16,156
40 85.34 73.76 11.58 14.7% 1.53 2.0% 42% False False 11,063
60 85.34 73.76 11.58 14.7% 1.45 1.8% 42% False False 8,343
80 85.34 73.76 11.58 14.7% 1.33 1.7% 42% False False 6,905
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.06
2.618 83.35
1.618 81.69
1.000 80.66
0.618 80.03
HIGH 79.00
0.618 78.37
0.500 78.17
0.382 77.97
LOW 77.34
0.618 76.31
1.000 75.68
1.618 74.65
2.618 72.99
4.250 70.29
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 78.44 78.94
PP 78.30 78.82
S1 78.17 78.69

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

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