NYMEX Light Sweet Crude Oil Future January 2011


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 78.04 78.44 0.40 0.5% 78.27
High 79.13 79.72 0.59 0.7% 78.89
Low 76.67 77.85 1.18 1.5% 75.74
Close 78.73 79.04 0.31 0.4% 78.25
Range 2.46 1.87 -0.59 -24.0% 3.15
ATR 1.90 1.90 0.00 -0.1% 0.00
Volume 22,747 44,239 21,492 94.5% 166,767
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.48 83.63 80.07
R3 82.61 81.76 79.55
R2 80.74 80.74 79.38
R1 79.89 79.89 79.21 80.32
PP 78.87 78.87 78.87 79.08
S1 78.02 78.02 78.87 78.45
S2 77.00 77.00 78.70
S3 75.13 76.15 78.53
S4 73.26 74.28 78.01
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.08 85.81 79.98
R3 83.93 82.66 79.12
R2 80.78 80.78 78.83
R1 79.51 79.51 78.54 78.57
PP 77.63 77.63 77.63 77.16
S1 76.36 76.36 77.96 75.42
S2 74.48 74.48 77.67
S3 71.33 73.21 77.38
S4 68.18 70.06 76.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.72 76.11 3.61 4.6% 2.05 2.6% 81% True False 33,696
10 79.72 73.12 6.60 8.4% 2.05 2.6% 90% True False 30,335
20 81.62 73.12 8.50 10.8% 1.83 2.3% 70% False False 22,068
40 84.73 73.12 11.61 14.7% 1.72 2.2% 51% False False 14,785
60 84.73 73.12 11.61 14.7% 1.70 2.2% 51% False False 11,505
80 84.73 72.06 12.67 16.0% 1.77 2.2% 55% False False 9,999
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.67
2.618 84.62
1.618 82.75
1.000 81.59
0.618 80.88
HIGH 79.72
0.618 79.01
0.500 78.79
0.382 78.56
LOW 77.85
0.618 76.69
1.000 75.98
1.618 74.82
2.618 72.95
4.250 69.90
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 78.96 78.76
PP 78.87 78.48
S1 78.79 78.20

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

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