NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 81.09 80.25 -0.84 -1.0% 79.98
High 81.58 81.60 0.02 0.0% 80.71
Low 79.91 80.12 0.21 0.3% 77.94
Close 81.09 80.25 -0.84 -1.0% 80.16
Range 1.67 1.48 -0.19 -11.4% 2.77
ATR 1.39 1.39 0.01 0.5% 0.00
Volume 4,043 5,448 1,405 34.8% 26,792
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.10 84.15 81.06
R3 83.62 82.67 80.66
R2 82.14 82.14 80.52
R1 81.19 81.19 80.39 80.99
PP 80.66 80.66 80.66 80.56
S1 79.71 79.71 80.11 79.51
S2 79.18 79.18 79.98
S3 77.70 78.23 79.84
S4 76.22 76.75 79.44
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 81.60 78.85 2.75 3.4% 1.69 2.1% 51% True False 5,016
10 81.60 77.70 3.90 4.9% 1.45 1.8% 65% True False 4,862
20 81.60 74.98 6.62 8.2% 1.19 1.5% 80% True False 4,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.89
2.618 85.47
1.618 83.99
1.000 83.08
0.618 82.51
HIGH 81.60
0.618 81.03
0.500 80.86
0.382 80.69
LOW 80.12
0.618 79.21
1.000 78.64
1.618 77.73
2.618 76.25
4.250 73.83
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 80.86 80.32
PP 80.66 80.29
S1 80.45 80.27

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

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