NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 71.70 73.91 2.21 3.1% 73.90
High 74.48 75.14 0.66 0.9% 75.59
Low 71.67 73.11 1.44 2.0% 70.76
Close 73.91 75.02 1.11 1.5% 75.17
Range 2.81 2.03 -0.78 -27.8% 4.83
ATR 2.15 2.14 -0.01 -0.4% 0.00
Volume 372,296 319,284 -53,012 -14.2% 1,694,770
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.51 79.80 76.14
R3 78.48 77.77 75.58
R2 76.45 76.45 75.39
R1 75.74 75.74 75.21 76.10
PP 74.42 74.42 74.42 74.60
S1 73.71 73.71 74.83 74.07
S2 72.39 72.39 74.65
S3 70.36 71.68 74.46
S4 68.33 69.65 73.90
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.33 86.58 77.83
R3 83.50 81.75 76.50
R2 78.67 78.67 76.06
R1 76.92 76.92 75.61 77.80
PP 73.84 73.84 73.84 74.28
S1 72.09 72.09 74.73 72.97
S2 69.01 69.01 74.28
S3 64.18 67.26 73.84
S4 59.35 62.43 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.59 71.53 4.06 5.4% 2.63 3.5% 86% False False 366,955
10 75.59 70.76 4.83 6.4% 2.18 2.9% 88% False False 330,815
20 83.10 70.76 12.34 16.4% 2.10 2.8% 35% False False 246,848
40 83.40 70.76 12.64 16.8% 2.05 2.7% 34% False False 151,672
60 83.40 70.76 12.64 16.8% 2.08 2.8% 34% False False 109,606
80 85.35 70.35 15.00 20.0% 2.21 2.9% 31% False False 87,182
100 92.75 70.35 22.40 29.9% 2.17 2.9% 21% False False 73,107
120 92.75 70.35 22.40 29.9% 2.00 2.7% 21% False False 62,290
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.77
2.618 80.45
1.618 78.42
1.000 77.17
0.618 76.39
HIGH 75.14
0.618 74.36
0.500 74.13
0.382 73.89
LOW 73.11
0.618 71.86
1.000 71.08
1.618 69.83
2.618 67.80
4.250 64.48
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 74.72 74.46
PP 74.42 73.90
S1 74.13 73.34

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

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