NYMEX Light Sweet Crude Oil Future December 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 76.86 76.77 -0.09 -0.1% 75.26
High 77.27 77.55 0.28 0.4% 77.55
Low 74.82 75.81 0.99 1.3% 72.35
Close 76.86 77.49 0.63 0.8% 77.30
Range 2.45 1.74 -0.71 -29.0% 5.20
ATR 2.02 2.00 -0.02 -1.0% 0.00
Volume 131,794 128,771 -3,023 -2.3% 369,423
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.17 81.57 78.45
R3 80.43 79.83 77.97
R2 78.69 78.69 77.81
R1 78.09 78.09 77.65 78.39
PP 76.95 76.95 76.95 77.10
S1 76.35 76.35 77.33 76.65
S2 75.21 75.21 77.17
S3 73.47 74.61 77.01
S4 71.73 72.87 76.53
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 74.51 3.29 4.2% 2.23 2.9% 91% False False 126,451
10 77.80 72.35 5.45 7.0% 1.97 2.5% 94% False False 93,241
20 84.28 72.35 11.93 15.4% 1.98 2.6% 43% False False 83,356
40 84.45 72.35 12.10 15.6% 1.96 2.5% 42% False False 63,486
60 84.45 72.35 12.10 15.6% 2.02 2.6% 42% False False 56,017
80 86.52 71.50 15.02 19.4% 2.19 2.8% 40% False False 56,094
100 93.55 71.50 22.05 28.5% 2.19 2.8% 27% False False 56,499
120 93.55 71.50 22.05 28.5% 2.08 2.7% 27% False False 53,555
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 84.95
2.618 82.11
1.618 80.37
1.000 79.29
0.618 78.63
HIGH 77.55
0.618 76.89
0.500 76.68
0.382 76.47
LOW 75.81
0.618 74.73
1.000 74.07
1.618 72.99
2.618 71.25
4.250 68.42
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 77.22 77.03
PP 76.95 76.56
S1 76.68 76.10

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

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