NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 81.64 80.60 -1.04 -1.3% 81.94
High 82.09 82.11 0.02 0.0% 82.32
Low 81.10 81.13 0.03 0.0% 80.00
Close 81.64 80.60 -1.04 -1.3% 80.75
Range 0.99 0.98 -0.01 -1.0% 2.32
ATR 1.09 1.08 -0.01 -0.7% 0.00
Volume 4,529 4,898 369 8.1% 33,618
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.22 83.39 81.14
R3 83.24 82.41 80.87
R2 82.26 82.26 80.78
R1 81.43 81.43 80.69 81.09
PP 81.28 81.28 81.28 81.11
S1 80.45 80.45 80.51 80.11
S2 80.30 80.30 80.42
S3 79.32 79.47 80.33
S4 78.34 78.49 80.06
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 82.11 80.00 2.11 2.6% 0.69 0.9% 28% True False 5,311
10 82.32 80.00 2.32 2.9% 0.58 0.7% 26% False False 5,368
20 82.32 75.91 6.41 8.0% 0.70 0.9% 73% False False 4,299
40 86.21 75.91 10.30 12.8% 0.67 0.8% 46% False False 3,251
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.28
2.618 84.68
1.618 83.70
1.000 83.09
0.618 82.72
HIGH 82.11
0.618 81.74
0.500 81.62
0.382 81.50
LOW 81.13
0.618 80.52
1.000 80.15
1.618 79.54
2.618 78.56
4.250 76.97
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 81.62 81.06
PP 81.28 80.90
S1 80.94 80.75

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

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