NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 81.19 81.53 0.34 0.4% 80.42
High 81.30 81.26 -0.04 0.0% 80.84
Low 79.40 81.19 1.79 2.3% 78.63
Close 81.19 81.53 0.34 0.4% 80.57
Range 1.90 0.07 -1.83 -96.3% 2.21
ATR 1.26 1.17 -0.08 -6.7% 0.00
Volume 2,425 2,859 434 17.9% 18,566
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.54 81.60 81.57
R3 81.47 81.53 81.55
R2 81.40 81.40 81.54
R1 81.46 81.46 81.54 81.57
PP 81.33 81.33 81.33 81.38
S1 81.39 81.39 81.52 81.50
S2 81.26 81.26 81.52
S3 81.19 81.32 81.51
S4 81.12 81.25 81.49
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 81.30 79.15 2.15 2.6% 0.81 1.0% 111% False False 3,119
10 81.30 75.91 5.39 6.6% 0.80 1.0% 104% False False 3,351
20 83.45 75.91 7.54 9.2% 0.86 1.0% 75% False False 3,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.56
2.618 81.44
1.618 81.37
1.000 81.33
0.618 81.30
HIGH 81.26
0.618 81.23
0.500 81.23
0.382 81.22
LOW 81.19
0.618 81.15
1.000 81.12
1.618 81.08
2.618 81.01
4.250 80.89
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 81.43 81.13
PP 81.33 80.73
S1 81.23 80.33

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

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