NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 81.92 82.25 0.33 0.4% 81.59
High 82.63 82.97 0.34 0.4% 82.39
Low 81.60 81.96 0.36 0.4% 79.62
Close 82.33 82.52 0.19 0.2% 81.60
Range 1.03 1.01 -0.02 -1.9% 2.77
ATR 1.60 1.56 -0.04 -2.6% 0.00
Volume 20,957 23,324 2,367 11.3% 45,437
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.51 85.03 83.08
R3 84.50 84.02 82.80
R2 83.49 83.49 82.71
R1 83.01 83.01 82.61 83.25
PP 82.48 82.48 82.48 82.61
S1 82.00 82.00 82.43 82.24
S2 81.47 81.47 82.33
S3 80.46 80.99 82.24
S4 79.45 79.98 81.96
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.51 88.33 83.12
R3 86.74 85.56 82.36
R2 83.97 83.97 82.11
R1 82.79 82.79 81.85 83.38
PP 81.20 81.20 81.20 81.50
S1 80.02 80.02 81.35 80.61
S2 78.43 78.43 81.09
S3 75.66 77.25 80.84
S4 72.89 74.48 80.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 80.48 2.49 3.0% 1.23 1.5% 82% True False 16,186
10 82.97 78.80 4.17 5.1% 1.56 1.9% 89% True False 13,724
20 82.97 75.70 7.27 8.8% 1.55 1.9% 94% True False 11,875
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 87.26
2.618 85.61
1.618 84.60
1.000 83.98
0.618 83.59
HIGH 82.97
0.618 82.58
0.500 82.47
0.382 82.35
LOW 81.96
0.618 81.34
1.000 80.95
1.618 80.33
2.618 79.32
4.250 77.67
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 82.50 82.26
PP 82.48 81.99
S1 82.47 81.73

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

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