NYMEX Light Sweet Crude Oil Future April 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 80.37 80.16 -0.21 -0.3% 79.98
High 80.38 80.71 0.33 0.4% 80.71
Low 78.85 78.92 0.07 0.1% 77.94
Close 80.37 80.16 -0.21 -0.3% 80.16
Range 1.53 1.79 0.26 17.0% 2.77
ATR 1.28 1.32 0.04 2.8% 0.00
Volume 5,665 6,158 493 8.7% 26,792
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.30 84.52 81.14
R3 83.51 82.73 80.65
R2 81.72 81.72 80.49
R1 80.94 80.94 80.32 81.06
PP 79.93 79.93 79.93 79.99
S1 79.15 79.15 80.00 79.27
S2 78.14 78.14 79.83
S3 76.35 77.36 79.67
S4 74.56 75.57 79.18
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.91 86.81 81.68
R3 85.14 84.04 80.92
R2 82.37 82.37 80.67
R1 81.27 81.27 80.41 81.82
PP 79.60 79.60 79.60 79.88
S1 78.50 78.50 79.91 79.05
S2 76.83 76.83 79.65
S3 74.06 75.73 79.40
S4 71.29 72.96 78.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.71 77.94 2.77 3.5% 1.44 1.8% 80% True False 5,358
10 80.71 74.98 5.73 7.1% 1.08 1.3% 90% True False 4,366
20 85.06 74.98 10.08 12.6% 0.98 1.2% 51% False False 3,990
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.32
2.618 85.40
1.618 83.61
1.000 82.50
0.618 81.82
HIGH 80.71
0.618 80.03
0.500 79.82
0.382 79.60
LOW 78.92
0.618 77.81
1.000 77.13
1.618 76.02
2.618 74.23
4.250 71.31
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 80.05 79.92
PP 79.93 79.69
S1 79.82 79.45

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

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