NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 77.05 78.71 1.66 2.2% 76.92
High 78.94 79.00 0.06 0.1% 79.03
Low 76.61 77.15 0.54 0.7% 73.76
Close 77.05 78.71 1.66 2.2% 78.84
Range 2.33 1.85 -0.48 -20.6% 5.27
ATR 1.66 1.68 0.02 1.3% 0.00
Volume 12,573 17,613 5,040 40.1% 41,697
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.84 83.12 79.73
R3 81.99 81.27 79.22
R2 80.14 80.14 79.05
R1 79.42 79.42 78.88 79.64
PP 78.29 78.29 78.29 78.39
S1 77.57 77.57 78.54 77.79
S2 76.44 76.44 78.37
S3 74.59 75.72 78.20
S4 72.74 73.87 77.69
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.02 91.20 81.74
R3 87.75 85.93 80.29
R2 82.48 82.48 79.81
R1 80.66 80.66 79.32 81.57
PP 77.21 77.21 77.21 77.67
S1 75.39 75.39 78.36 76.30
S2 71.94 71.94 77.87
S3 66.67 70.12 77.39
S4 61.40 64.85 75.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.18 76.24 2.94 3.7% 1.77 2.2% 84% False False 13,624
10 79.18 73.76 5.42 6.9% 1.61 2.0% 91% False False 10,203
20 84.56 73.76 10.80 13.7% 1.47 1.9% 46% False False 8,121
40 85.34 73.76 11.58 14.7% 1.38 1.7% 43% False False 5,867
60 85.34 73.76 11.58 14.7% 1.29 1.6% 43% False False 4,730
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.86
2.618 83.84
1.618 81.99
1.000 80.85
0.618 80.14
HIGH 79.00
0.618 78.29
0.500 78.08
0.382 77.86
LOW 77.15
0.618 76.01
1.000 75.30
1.618 74.16
2.618 72.31
4.250 69.29
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 78.50 78.44
PP 78.29 78.17
S1 78.08 77.90

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

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