NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 80.82 80.75 -0.07 -0.1% 81.94
High 80.80 81.47 0.67 0.8% 82.32
Low 80.80 80.00 -0.80 -1.0% 80.00
Close 80.82 80.75 -0.07 -0.1% 80.75
Range 0.00 1.47 1.47 2.32
ATR 1.03 1.07 0.03 3.0% 0.00
Volume 7,750 4,355 -3,395 -43.8% 33,618
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.15 84.42 81.56
R3 83.68 82.95 81.15
R2 82.21 82.21 81.02
R1 81.48 81.48 80.88 81.49
PP 80.74 80.74 80.74 80.74
S1 80.01 80.01 80.62 80.02
S2 79.27 79.27 80.48
S3 77.80 78.54 80.35
S4 76.33 77.07 79.94
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.98 86.69 82.03
R3 85.66 84.37 81.39
R2 83.34 83.34 81.18
R1 82.05 82.05 80.96 81.54
PP 81.02 81.02 81.02 80.77
S1 79.73 79.73 80.54 79.22
S2 78.70 78.70 80.32
S3 76.38 77.41 80.11
S4 74.06 75.09 79.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 80.00 2.32 2.9% 0.54 0.7% 32% False True 6,723
10 82.32 79.35 2.97 3.7% 0.64 0.8% 47% False False 5,007
20 82.32 75.91 6.41 7.9% 0.64 0.8% 76% False False 4,027
40 86.21 75.91 10.30 12.8% 0.64 0.8% 47% False False 3,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.72
2.618 85.32
1.618 83.85
1.000 82.94
0.618 82.38
HIGH 81.47
0.618 80.91
0.500 80.74
0.382 80.56
LOW 80.00
0.618 79.09
1.000 78.53
1.618 77.62
2.618 76.15
4.250 73.75
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 80.75 80.83
PP 80.74 80.80
S1 80.74 80.78

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

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