NYMEX Light Sweet Crude Oil Future February 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 78.71 78.40 -0.31 -0.4% 76.92
High 79.00 79.23 0.23 0.3% 79.03
Low 77.15 77.58 0.43 0.6% 73.76
Close 78.71 79.22 0.51 0.6% 78.84
Range 1.85 1.65 -0.20 -10.8% 5.27
ATR 1.68 1.68 0.00 -0.1% 0.00
Volume 17,613 13,341 -4,272 -24.3% 41,697
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.63 83.07 80.13
R3 81.98 81.42 79.67
R2 80.33 80.33 79.52
R1 79.77 79.77 79.37 80.05
PP 78.68 78.68 78.68 78.82
S1 78.12 78.12 79.07 78.40
S2 77.03 77.03 78.92
S3 75.38 76.47 78.77
S4 73.73 74.82 78.31
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 79.23 76.29 2.94 3.7% 1.88 2.4% 100% True False 14,961
10 79.23 73.76 5.47 6.9% 1.63 2.1% 100% True False 10,635
20 84.46 73.76 10.70 13.5% 1.53 1.9% 51% False False 8,442
40 85.34 73.76 11.58 14.6% 1.40 1.8% 47% False False 6,121
60 85.34 73.76 11.58 14.6% 1.29 1.6% 47% False False 4,900
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.24
2.618 83.55
1.618 81.90
1.000 80.88
0.618 80.25
HIGH 79.23
0.618 78.60
0.500 78.41
0.382 78.21
LOW 77.58
0.618 76.56
1.000 75.93
1.618 74.91
2.618 73.26
4.250 70.57
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 78.95 78.79
PP 78.68 78.35
S1 78.41 77.92

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

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