NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 76.67 76.86 0.19 0.2% 75.26
High 77.36 77.27 -0.09 -0.1% 77.55
Low 74.64 74.82 0.18 0.2% 72.35
Close 75.10 76.86 1.76 2.3% 77.30
Range 2.72 2.45 -0.27 -9.9% 5.20
ATR 1.99 2.02 0.03 1.6% 0.00
Volume 89,914 131,794 41,880 46.6% 369,423
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.67 82.71 78.21
R3 81.22 80.26 77.53
R2 78.77 78.77 77.31
R1 77.81 77.81 77.08 78.09
PP 76.32 76.32 76.32 76.45
S1 75.36 75.36 76.64 75.64
S2 73.87 73.87 76.41
S3 71.42 72.91 76.19
S4 68.97 70.46 75.51
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.33 89.52 80.16
R3 86.13 84.32 78.73
R2 80.93 80.93 78.25
R1 79.12 79.12 77.78 80.03
PP 75.73 75.73 75.73 76.19
S1 73.92 73.92 76.82 74.83
S2 70.53 70.53 76.35
S3 65.33 68.72 75.87
S4 60.13 63.52 74.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.80 74.14 3.66 4.8% 2.22 2.9% 74% False False 115,367
10 77.99 72.35 5.64 7.3% 2.01 2.6% 80% False False 89,118
20 84.28 72.35 11.93 15.5% 1.94 2.5% 38% False False 79,578
40 84.45 72.35 12.10 15.7% 1.96 2.6% 37% False False 61,329
60 84.45 72.35 12.10 15.7% 2.04 2.6% 37% False False 54,739
80 86.52 71.50 15.02 19.5% 2.20 2.9% 36% False False 55,020
100 93.55 71.50 22.05 28.7% 2.18 2.8% 24% False False 55,871
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.68
2.618 83.68
1.618 81.23
1.000 79.72
0.618 78.78
HIGH 77.27
0.618 76.33
0.500 76.05
0.382 75.76
LOW 74.82
0.618 73.31
1.000 72.37
1.618 70.86
2.618 68.41
4.250 64.41
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 76.59 76.65
PP 76.32 76.43
S1 76.05 76.22

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

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