NYMEX Light Sweet Crude Oil Future April 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 78.69 80.37 1.68 2.1% 76.79
High 79.99 80.38 0.39 0.5% 80.13
Low 78.19 78.85 0.66 0.8% 74.98
Close 79.86 80.37 0.51 0.6% 79.90
Range 1.80 1.53 -0.27 -15.0% 5.15
ATR 1.26 1.28 0.02 1.5% 0.00
Volume 5,555 5,665 110 2.0% 16,874
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.46 83.94 81.21
R3 82.93 82.41 80.79
R2 81.40 81.40 80.65
R1 80.88 80.88 80.51 81.14
PP 79.87 79.87 79.87 79.99
S1 79.35 79.35 80.23 79.61
S2 78.34 78.34 80.09
S3 76.81 77.82 79.95
S4 75.28 76.29 79.53
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.79 91.99 82.73
R3 88.64 86.84 81.32
R2 83.49 83.49 80.84
R1 81.69 81.69 80.37 82.59
PP 78.34 78.34 78.34 78.79
S1 76.54 76.54 79.43 77.44
S2 73.19 73.19 78.96
S3 68.04 71.39 78.48
S4 62.89 66.24 77.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.38 77.94 2.44 3.0% 1.46 1.8% 100% True False 5,391
10 80.38 74.98 5.40 6.7% 0.94 1.2% 100% True False 3,946
20 85.19 74.98 10.21 12.7% 0.91 1.1% 53% False False 3,760
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.88
2.618 84.39
1.618 82.86
1.000 81.91
0.618 81.33
HIGH 80.38
0.618 79.80
0.500 79.62
0.382 79.43
LOW 78.85
0.618 77.90
1.000 77.32
1.618 76.37
2.618 74.84
4.250 72.35
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 80.12 79.97
PP 79.87 79.56
S1 79.62 79.16

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

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