NYMEX Light Sweet Crude Oil Future March 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 79.69 80.29 0.60 0.8% 79.75
High 80.26 80.56 0.30 0.4% 80.26
Low 78.25 78.26 0.01 0.0% 77.26
Close 79.69 80.29 0.60 0.8% 79.69
Range 2.01 2.30 0.29 14.4% 3.00
ATR 1.71 1.75 0.04 2.5% 0.00
Volume 11,169 9,610 -1,559 -14.0% 59,828
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.60 85.75 81.56
R3 84.30 83.45 80.92
R2 82.00 82.00 80.71
R1 81.15 81.15 80.50 81.44
PP 79.70 79.70 79.70 79.85
S1 78.85 78.85 80.08 79.14
S2 77.40 77.40 79.87
S3 75.10 76.55 79.66
S4 72.80 74.25 79.03
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.07 86.88 81.34
R3 85.07 83.88 80.52
R2 82.07 82.07 80.24
R1 80.88 80.88 79.97 79.98
PP 79.07 79.07 79.07 78.62
S1 77.88 77.88 79.42 76.98
S2 76.07 76.07 79.14
S3 73.07 74.88 78.87
S4 70.07 71.88 78.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.56 77.26 3.30 4.1% 1.98 2.5% 92% True False 11,617
10 80.56 74.29 6.27 7.8% 1.74 2.2% 96% True False 9,876
20 83.61 74.29 9.32 11.6% 1.56 1.9% 64% False False 7,847
40 85.62 74.29 11.33 14.1% 1.48 1.8% 53% False False 5,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.34
2.618 86.58
1.618 84.28
1.000 82.86
0.618 81.98
HIGH 80.56
0.618 79.68
0.500 79.41
0.382 79.14
LOW 78.26
0.618 76.84
1.000 75.96
1.618 74.54
2.618 72.24
4.250 68.49
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 80.00 79.99
PP 79.70 79.70
S1 79.41 79.40

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

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