NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	81.86	80.58	-1.28	-1.6%	81.92
High	82.55	81.42	-1.13	-1.4%	82.97
Low	80.72	80.00	-0.72	-0.9%	80.16
Close	80.97	80.58	-0.39	-0.5%	81.15
Range	1.83	1.42	-0.41	-22.4%	2.81
ATR	1.57	1.56	-0.01	-0.7%	0.00
Volume	13,867	21,282	7,415	53.5%	100,210

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.93	84.17	81.36
R3	83.51	82.75	80.97
R2	82.09	82.09	80.84
R1	81.33	81.33	80.71	81.29
PP	80.67	80.67	80.67	80.65
S1	79.91	79.91	80.45	79.87
S2	79.25	79.25	80.32
S3	77.83	78.49	80.19
S4	76.41	77.07	79.80

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	82.55	80.00	2.55	3.2%	1.70	2.1%	23%	False	True	17,909
10	82.97	80.00	2.97	3.7%	1.40	1.7%	20%	False	True	17,739
20	82.97	75.70	7.27	9.0%	1.58	2.0%	67%	False	False	14,969
40	86.55	75.70	10.85	13.5%	1.54	1.9%	45%	False	False	11,551

Crabel Price Patterns
NR	True
NR4	True
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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.46
2.618	85.14
1.618	83.72
1.000	82.84
0.618	82.30
HIGH	81.42
0.618	80.88
0.500	80.71
0.382	80.54
LOW	80.00
0.618	79.12
1.000	78.58
1.618	77.70
2.618	76.28
4.250	73.97

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	80.71	81.28
PP	80.67	81.04
S1	80.62	80.81

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols