NYMEX Light Sweet Crude Oil Future June 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 82.13 81.79 -0.34 -0.4% 81.92
High 82.22 82.11 -0.11 -0.1% 82.97
Low 80.88 80.16 -0.72 -0.9% 80.16
Close 81.20 81.15 -0.05 -0.1% 81.15
Range 1.34 1.95 0.61 45.5% 2.81
ATR 1.49 1.52 0.03 2.2% 0.00
Volume 22,417 14,146 -8,271 -36.9% 100,210
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.99 86.02 82.22
R3 85.04 84.07 81.69
R2 83.09 83.09 81.51
R1 82.12 82.12 81.33 81.63
PP 81.14 81.14 81.14 80.90
S1 80.17 80.17 80.97 79.68
S2 79.19 79.19 80.79
S3 77.24 78.22 80.61
S4 75.29 76.27 80.08
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.86 88.31 82.70
R3 87.05 85.50 81.92
R2 84.24 84.24 81.67
R1 82.69 82.69 81.41 82.06
PP 81.43 81.43 81.43 81.11
S1 79.88 79.88 80.89 79.25
S2 78.62 78.62 80.63
S3 75.81 77.07 80.38
S4 73.00 74.26 79.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 80.16 2.81 3.5% 1.20 1.5% 35% False True 20,042
10 82.97 79.57 3.40 4.2% 1.43 1.8% 46% False False 15,946
20 82.97 75.70 7.27 9.0% 1.51 1.9% 75% False False 13,268
40 86.55 75.70 10.85 13.4% 1.53 1.9% 50% False False 10,619
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 True
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 90.40
2.618 87.22
1.618 85.27
1.000 84.06
0.618 83.32
HIGH 82.11
0.618 81.37
0.500 81.14
0.382 80.90
LOW 80.16
0.618 78.95
1.000 78.21
1.618 77.00
2.618 75.05
4.250 71.87
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 81.15 81.28
PP 81.14 81.23
S1 81.14 81.19

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

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