NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 78.44 79.37 0.93 1.2% 78.27
High 79.72 79.74 0.02 0.0% 78.89
Low 77.85 77.92 0.07 0.1% 75.74
Close 79.04 78.27 -0.77 -1.0% 78.25
Range 1.87 1.82 -0.05 -2.7% 3.15
ATR 1.90 1.89 -0.01 -0.3% 0.00
Volume 44,239 31,274 -12,965 -29.3% 166,767
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.10 83.01 79.27
R3 82.28 81.19 78.77
R2 80.46 80.46 78.60
R1 79.37 79.37 78.44 79.01
PP 78.64 78.64 78.64 78.46
S1 77.55 77.55 78.10 77.19
S2 76.82 76.82 77.94
S3 75.00 75.73 77.77
S4 73.18 73.91 77.27
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 79.74 76.67 3.07 3.9% 1.99 2.5% 52% True False 32,232
10 79.74 74.90 4.84 6.2% 2.04 2.6% 70% True False 31,472
20 79.98 73.12 6.86 8.8% 1.84 2.3% 75% False False 23,194
40 84.73 73.12 11.61 14.8% 1.73 2.2% 44% False False 15,409
60 84.73 73.12 11.61 14.8% 1.71 2.2% 44% False False 11,975
80 84.73 72.06 12.67 16.2% 1.76 2.2% 49% False False 10,311
100 93.29 72.06 21.23 27.1% 1.73 2.2% 29% False False 9,205
Crabel Price Patterns
NR True
NR4 True
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 84.50
1.618 82.68
1.000 81.56
0.618 80.86
HIGH 79.74
0.618 79.04
0.500 78.83
0.382 78.62
LOW 77.92
0.618 76.80
1.000 76.10
1.618 74.98
2.618 73.16
4.250 70.19
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 78.83 78.25
PP 78.64 78.23
S1 78.46 78.21

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

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