NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 79.04 79.61 0.57 0.7% 78.89
High 79.65 79.88 0.23 0.3% 79.65
Low 77.61 77.75 0.14 0.2% 76.61
Close 79.04 79.61 0.57 0.7% 79.04
Range 2.04 2.13 0.09 4.4% 3.04
ATR 1.70 1.73 0.03 1.8% 0.00
Volume 8,866 8,765 -101 -1.1% 67,556
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.47 84.67 80.78
R3 83.34 82.54 80.20
R2 81.21 81.21 80.00
R1 80.41 80.41 79.81 80.68
PP 79.08 79.08 79.08 79.21
S1 78.28 78.28 79.41 78.55
S2 76.95 76.95 79.22
S3 74.82 76.15 79.02
S4 72.69 74.02 78.44
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 79.88 76.61 3.27 4.1% 2.00 2.5% 92% True False 12,231
10 79.88 73.76 6.12 7.7% 1.76 2.2% 96% True False 11,197
20 83.38 73.76 9.62 12.1% 1.62 2.0% 61% False False 8,760
40 85.34 73.76 11.58 14.5% 1.47 1.8% 51% False False 6,464
60 85.34 73.76 11.58 14.5% 1.31 1.6% 51% False False 5,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.93
2.618 85.46
1.618 83.33
1.000 82.01
0.618 81.20
HIGH 79.88
0.618 79.07
0.500 78.82
0.382 78.56
LOW 77.75
0.618 76.43
1.000 75.62
1.618 74.30
2.618 72.17
4.250 68.70
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 79.35 79.32
PP 79.08 79.02
S1 78.82 78.73

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

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