NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 80.84 81.08 0.24 0.3% 81.64
High 81.35 82.55 1.20 1.5% 82.11
Low 80.80 81.06 0.26 0.3% 79.39
Close 80.81 82.55 1.74 2.2% 80.94
Range 0.55 1.49 0.94 170.9% 2.72
ATR 1.06 1.11 0.05 4.6% 0.00
Volume 4,348 4,083 -265 -6.1% 26,417
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.52 86.03 83.37
R3 85.03 84.54 82.96
R2 83.54 83.54 82.82
R1 83.05 83.05 82.69 83.30
PP 82.05 82.05 82.05 82.18
S1 81.56 81.56 82.41 81.81
S2 80.56 80.56 82.28
S3 79.07 80.07 82.14
S4 77.58 78.58 81.73
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.68 82.44
R3 86.25 84.96 81.69
R2 83.53 83.53 81.44
R1 82.24 82.24 81.19 81.53
PP 80.81 80.81 80.81 80.46
S1 79.52 79.52 80.69 78.81
S2 78.09 78.09 80.44
S3 75.37 76.80 80.19
S4 72.65 74.08 79.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.55 79.39 3.16 3.8% 0.88 1.1% 100% True False 4,618
10 82.55 79.39 3.16 3.8% 0.89 1.1% 100% True False 5,250
20 82.55 79.15 3.40 4.1% 0.76 0.9% 100% True False 4,869
40 86.21 75.91 10.30 12.5% 0.76 0.9% 64% False False 3,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 88.88
2.618 86.45
1.618 84.96
1.000 84.04
0.618 83.47
HIGH 82.55
0.618 81.98
0.500 81.81
0.382 81.63
LOW 81.06
0.618 80.14
1.000 79.57
1.618 78.65
2.618 77.16
4.250 74.73
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 82.30 82.10
PP 82.05 81.65
S1 81.81 81.20

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

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