NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 79.46 81.04 1.58 2.0% 79.98
High 81.17 82.72 1.55 1.9% 80.54
Low 78.83 80.71 1.88 2.4% 77.34
Close 80.97 82.58 1.61 2.0% 79.41
Range 2.34 2.01 -0.33 -14.1% 3.20
ATR 1.68 1.70 0.02 1.4% 0.00
Volume 21,678 33,450 11,772 54.3% 105,131
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.03 87.32 83.69
R3 86.02 85.31 83.13
R2 84.01 84.01 82.95
R1 83.30 83.30 82.76 83.66
PP 82.00 82.00 82.00 82.18
S1 81.29 81.29 82.40 81.65
S2 79.99 79.99 82.21
S3 77.98 79.28 82.03
S4 75.97 77.27 81.47
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.25 81.17
R3 85.50 84.05 80.29
R2 82.30 82.30 80.00
R1 80.85 80.85 79.70 79.98
PP 79.10 79.10 79.10 78.66
S1 77.65 77.65 79.12 76.78
S2 75.90 75.90 78.82
S3 72.70 74.45 78.53
S4 69.50 71.25 77.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.72 78.11 4.61 5.6% 1.85 2.2% 97% True False 25,496
10 82.72 77.34 5.38 6.5% 1.82 2.2% 97% True False 22,255
20 82.72 77.34 5.38 6.5% 1.66 2.0% 97% True False 19,124
40 84.56 73.76 10.80 13.1% 1.56 1.9% 82% False False 13,622
60 85.34 73.76 11.58 14.0% 1.47 1.8% 76% False False 10,286
80 85.34 73.76 11.58 14.0% 1.39 1.7% 76% False False 8,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.26
2.618 87.98
1.618 85.97
1.000 84.73
0.618 83.96
HIGH 82.72
0.618 81.95
0.500 81.72
0.382 81.48
LOW 80.71
0.618 79.47
1.000 78.70
1.618 77.46
2.618 75.45
4.250 72.17
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 82.29 81.88
PP 82.00 81.19
S1 81.72 80.49

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

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