NYMEX Light Sweet Crude Oil Future January 2011


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 77.90 77.77 -0.13 -0.2% 76.00
High 78.23 78.47 0.24 0.3% 78.40
Low 76.11 76.75 0.64 0.8% 73.12
Close 77.90 78.43 0.53 0.7% 78.15
Range 2.12 1.72 -0.40 -18.9% 5.28
ATR 1.84 1.84 -0.01 -0.5% 0.00
Volume 38,592 34,877 -3,715 -9.6% 93,254
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.04 82.46 79.38
R3 81.32 80.74 78.90
R2 79.60 79.60 78.75
R1 79.02 79.02 78.59 79.31
PP 77.88 77.88 77.88 78.03
S1 77.30 77.30 78.27 77.59
S2 76.16 76.16 78.11
S3 74.44 75.58 77.96
S4 72.72 73.86 77.48
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.40 90.55 81.05
R3 87.12 85.27 79.60
R2 81.84 81.84 79.12
R1 79.99 79.99 78.63 80.92
PP 76.56 76.56 76.56 77.02
S1 74.71 74.71 77.67 75.64
S2 71.28 71.28 77.18
S3 66.00 69.43 76.70
S4 60.72 64.15 75.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.63 75.52 3.11 4.0% 2.08 2.6% 94% False False 33,632
10 78.63 73.12 5.51 7.0% 1.87 2.4% 96% False False 24,467
20 84.40 73.12 11.28 14.4% 1.76 2.2% 47% False False 18,731
40 84.73 73.12 11.61 14.8% 1.70 2.2% 46% False False 12,852
60 84.73 73.12 11.61 14.8% 1.66 2.1% 46% False False 10,207
80 86.81 72.06 14.75 18.8% 1.76 2.2% 43% False False 9,011
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.78
2.618 82.97
1.618 81.25
1.000 80.19
0.618 79.53
HIGH 78.47
0.618 77.81
0.500 77.61
0.382 77.41
LOW 76.75
0.618 75.69
1.000 75.03
1.618 73.97
2.618 72.25
4.250 69.44
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 78.16 77.99
PP 77.88 77.55
S1 77.61 77.11

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

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