NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 81.79 80.82 -0.97 -1.2% 81.19
High 81.65 80.80 -0.85 -1.0% 81.30
Low 81.63 80.80 -0.83 -1.0% 79.40
Close 81.79 80.82 -0.97 -1.2% 81.23
Range 0.02 0.00 -0.02 -100.0% 1.90
ATR 1.04 1.03 0.00 -0.3% 0.00
Volume 5,025 7,750 2,725 54.2% 13,061
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.81 80.81 80.82
R3 80.81 80.81 80.82
R2 80.81 80.81 80.82
R1 80.81 80.81 80.82 80.82
PP 80.81 80.81 80.81 80.81
S1 80.81 80.81 80.82 80.82
S2 80.81 80.81 80.82
S3 80.81 80.81 80.82
S4 80.81 80.81 80.82
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.34 85.69 82.28
R3 84.44 83.79 81.75
R2 82.54 82.54 81.58
R1 81.89 81.89 81.40 82.22
PP 80.64 80.64 80.64 80.81
S1 79.99 79.99 81.06 80.32
S2 78.74 78.74 80.88
S3 76.84 78.09 80.71
S4 74.94 76.19 80.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 80.13 2.19 2.7% 0.44 0.5% 32% False False 6,683
10 82.32 79.35 2.97 3.7% 0.51 0.6% 49% False False 4,908
20 82.32 75.91 6.41 7.9% 0.68 0.8% 77% False False 3,900
40 86.21 75.91 10.30 12.7% 0.61 0.8% 48% False False 3,000
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.06
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 80.80
2.618 80.80
1.618 80.80
1.000 80.80
0.618 80.80
HIGH 80.80
0.618 80.80
0.500 80.80
0.382 80.80
LOW 80.80
0.618 80.80
1.000 80.80
1.618 80.80
2.618 80.80
4.250 80.80
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 80.81 81.56
PP 80.81 81.31
S1 80.80 81.07

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

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