NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 78.57 80.32 1.75 2.2% 77.24
High 79.19 80.35 1.16 1.5% 80.57
Low 78.63 79.15 0.52 0.7% 75.91
Close 78.57 80.32 1.75 2.2% 80.35
Range 0.56 1.20 0.64 114.3% 4.66
ATR 1.20 1.24 0.04 3.4% 0.00
Volume 3,495 3,550 55 1.6% 13,159
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.54 83.13 80.98
R3 82.34 81.93 80.65
R2 81.14 81.14 80.54
R1 80.73 80.73 80.43 80.92
PP 79.94 79.94 79.94 80.04
S1 79.53 79.53 80.21 79.72
S2 78.74 78.74 80.10
S3 77.54 78.33 79.99
S4 76.34 77.13 79.66
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.92 91.30 82.91
R3 88.26 86.64 81.63
R2 83.60 83.60 81.20
R1 81.98 81.98 80.78 82.79
PP 78.94 78.94 78.94 79.35
S1 77.32 77.32 79.92 78.13
S2 74.28 74.28 79.50
S3 69.62 72.66 79.07
S4 64.96 68.00 77.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.57 78.15 2.42 3.0% 0.81 1.0% 90% False False 3,488
10 80.64 75.91 4.73 5.9% 0.84 1.0% 93% False False 2,892
20 85.46 75.91 9.55 11.9% 0.81 1.0% 46% False False 2,972
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 0.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.45
2.618 83.49
1.618 82.29
1.000 81.55
0.618 81.09
HIGH 80.35
0.618 79.89
0.500 79.75
0.382 79.61
LOW 79.15
0.618 78.41
1.000 77.95
1.618 77.21
2.618 76.01
4.250 74.05
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 80.13 80.04
PP 79.94 79.77
S1 79.75 79.49

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

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