NYMEX Light Sweet Crude Oil Future May 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 80.80 80.57 -0.23 -0.3% 80.42
High 80.84 80.09 -0.75 -0.9% 80.84
Low 80.72 79.35 -1.37 -1.7% 78.63
Close 80.80 80.57 -0.23 -0.3% 80.57
Range 0.12 0.74 0.62 516.7% 2.21
ATR 1.19 1.21 0.02 1.6% 0.00
Volume 3,371 3,391 20 0.6% 18,566
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.22 82.14 80.98
R3 81.48 81.40 80.77
R2 80.74 80.74 80.71
R1 80.66 80.66 80.64 80.94
PP 80.00 80.00 80.00 80.15
S1 79.92 79.92 80.50 80.20
S2 79.26 79.26 80.43
S3 78.52 79.18 80.37
S4 77.78 78.44 80.16
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.64 85.82 81.79
R3 84.43 83.61 81.18
R2 82.22 82.22 80.98
R1 81.40 81.40 80.77 81.81
PP 80.01 80.01 80.01 80.22
S1 79.19 79.19 80.37 79.60
S2 77.80 77.80 80.16
S3 75.59 76.98 79.96
S4 73.38 74.77 79.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.84 78.63 2.21 2.7% 0.54 0.7% 88% False False 3,713
10 80.84 75.91 4.93 6.1% 0.65 0.8% 95% False False 3,172
20 85.46 75.91 9.55 11.9% 0.78 1.0% 49% False False 3,154
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 -0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.24
2.618 82.03
1.618 81.29
1.000 80.83
0.618 80.55
HIGH 80.09
0.618 79.81
0.500 79.72
0.382 79.63
LOW 79.35
0.618 78.89
1.000 78.61
1.618 78.15
2.618 77.41
4.250 76.21
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 80.29 80.38
PP 80.00 80.19
S1 79.72 80.00

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

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