NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 78.40 79.04 0.64 0.8% 78.89
High 79.23 79.65 0.42 0.5% 79.65
Low 77.58 77.61 0.03 0.0% 76.61
Close 79.22 79.04 -0.18 -0.2% 79.04
Range 1.65 2.04 0.39 23.6% 3.04
ATR 1.68 1.70 0.03 1.6% 0.00
Volume 13,341 8,866 -4,475 -33.5% 67,556
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.89 84.00 80.16
R3 82.85 81.96 79.60
R2 80.81 80.81 79.41
R1 79.92 79.92 79.23 80.06
PP 78.77 78.77 78.77 78.84
S1 77.88 77.88 78.85 78.02
S2 76.73 76.73 78.67
S3 74.69 75.84 78.48
S4 72.65 73.80 77.92
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.55 86.34 80.71
R3 84.51 83.30 79.88
R2 81.47 81.47 79.60
R1 80.26 80.26 79.32 80.87
PP 78.43 78.43 78.43 78.74
S1 77.22 77.22 78.76 77.83
S2 75.39 75.39 78.48
S3 72.35 74.18 78.20
S4 69.31 71.14 77.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.65 76.61 3.04 3.8% 1.74 2.2% 80% True False 13,511
10 79.65 73.76 5.89 7.5% 1.71 2.2% 90% True False 10,925
20 84.30 73.76 10.54 13.3% 1.55 2.0% 50% False False 8,610
40 85.34 73.76 11.58 14.7% 1.42 1.8% 46% False False 6,284
60 85.34 73.76 11.58 14.7% 1.31 1.7% 46% False False 4,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.32
2.618 84.99
1.618 82.95
1.000 81.69
0.618 80.91
HIGH 79.65
0.618 78.87
0.500 78.63
0.382 78.39
LOW 77.61
0.618 76.35
1.000 75.57
1.618 74.31
2.618 72.27
4.250 68.94
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 78.90 78.83
PP 78.77 78.61
S1 78.63 78.40

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

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