NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 81.68 83.00 1.32 1.6% 81.25
High 83.03 84.47 1.44 1.7% 82.55
Low 80.91 82.68 1.77 2.2% 79.39
Close 82.90 84.37 1.47 1.8% 81.32
Range 2.12 1.79 -0.33 -15.6% 3.16
ATR 1.60 1.62 0.01 0.8% 0.00
Volume 19,694 25,448 5,754 29.2% 91,085
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.21 88.58 85.35
R3 87.42 86.79 84.86
R2 85.63 85.63 84.70
R1 85.00 85.00 84.53 85.32
PP 83.84 83.84 83.84 84.00
S1 83.21 83.21 84.21 83.53
S2 82.05 82.05 84.04
S3 80.26 81.42 83.88
S4 78.47 79.63 83.39
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.57 89.10 83.06
R3 87.41 85.94 82.19
R2 84.25 84.25 81.90
R1 82.78 82.78 81.61 83.52
PP 81.09 81.09 81.09 81.45
S1 79.62 79.62 81.03 80.36
S2 77.93 77.93 80.74
S3 74.77 76.46 80.45
S4 71.61 73.30 79.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.47 80.00 4.47 5.3% 1.71 2.0% 98% True False 20,661
10 84.47 79.39 5.08 6.0% 1.73 2.1% 98% True False 18,638
20 84.47 79.39 5.08 6.0% 1.56 1.8% 98% True False 17,130
40 85.94 75.70 10.24 12.1% 1.56 1.9% 85% False False 13,396
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.08
2.618 89.16
1.618 87.37
1.000 86.26
0.618 85.58
HIGH 84.47
0.618 83.79
0.500 83.58
0.382 83.36
LOW 82.68
0.618 81.57
1.000 80.89
1.618 79.78
2.618 77.99
4.250 75.07
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 84.11 83.69
PP 83.84 83.01
S1 83.58 82.33

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

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