NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 76.91 77.24 0.33 0.4% 77.62
High 78.00 78.60 0.60 0.8% 77.98
Low 75.69 76.65 0.96 1.3% 74.64
Close 77.47 77.91 0.44 0.6% 77.29
Range 2.31 1.95 -0.36 -15.6% 3.34
ATR 2.03 2.03 -0.01 -0.3% 0.00
Volume 90,731 133,636 42,905 47.3% 625,389
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.57 82.69 78.98
R3 81.62 80.74 78.45
R2 79.67 79.67 78.27
R1 78.79 78.79 78.09 79.23
PP 77.72 77.72 77.72 77.94
S1 76.84 76.84 77.73 77.28
S2 75.77 75.77 77.55
S3 73.82 74.89 77.37
S4 71.87 72.94 76.84
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.66 85.31 79.13
R3 83.32 81.97 78.21
R2 79.98 79.98 77.90
R1 78.63 78.63 77.60 77.64
PP 76.64 76.64 76.64 76.14
S1 75.29 75.29 76.98 74.30
S2 73.30 73.30 76.68
S3 69.96 71.95 76.37
S4 66.62 68.61 75.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.60 74.82 3.78 4.9% 2.12 2.7% 82% True False 121,430
10 78.60 72.35 6.25 8.0% 2.13 2.7% 89% True False 112,494
20 82.10 72.35 9.75 12.5% 2.00 2.6% 57% False False 91,473
40 84.45 72.35 12.10 15.5% 1.96 2.5% 46% False False 69,939
60 84.45 72.35 12.10 15.5% 2.03 2.6% 46% False False 59,569
80 84.45 71.50 12.95 16.6% 2.18 2.8% 49% False False 58,554
100 93.55 71.50 22.05 28.3% 2.21 2.8% 29% False False 57,892
120 93.55 71.50 22.05 28.3% 2.09 2.7% 29% False False 55,669
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.89
2.618 83.71
1.618 81.76
1.000 80.55
0.618 79.81
HIGH 78.60
0.618 77.86
0.500 77.63
0.382 77.39
LOW 76.65
0.618 75.44
1.000 74.70
1.618 73.49
2.618 71.54
4.250 68.36
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 77.82 77.66
PP 77.72 77.40
S1 77.63 77.15

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

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