NYMEX Light Sweet Crude Oil Future May 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 81.53 80.69 -0.84 -1.0% 80.42
High 81.26 80.72 -0.54 -0.7% 80.84
Low 81.19 80.65 -0.54 -0.7% 78.63
Close 81.53 80.69 -0.84 -1.0% 80.57
Range 0.07 0.07 0.00 0.0% 2.21
ATR 1.17 1.15 -0.02 -1.8% 0.00
Volume 2,859 3,622 763 26.7% 18,566
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.90 80.86 80.73
R3 80.83 80.79 80.71
R2 80.76 80.76 80.70
R1 80.72 80.72 80.70 80.73
PP 80.69 80.69 80.69 80.69
S1 80.65 80.65 80.68 80.66
S2 80.62 80.62 80.68
S3 80.55 80.58 80.67
S4 80.48 80.51 80.65
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 79.35 1.95 2.4% 0.58 0.7% 69% False False 3,133
10 81.30 78.15 3.15 3.9% 0.70 0.9% 81% False False 3,311
20 81.30 75.91 5.39 6.7% 0.78 1.0% 89% False False 3,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.07
Fibonacci Retracements and Extensions
4.250 81.02
2.618 80.90
1.618 80.83
1.000 80.79
0.618 80.76
HIGH 80.72
0.618 80.69
0.500 80.69
0.382 80.68
LOW 80.65
0.618 80.61
1.000 80.58
1.618 80.54
2.618 80.47
4.250 80.35
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 80.69 80.58
PP 80.69 80.46
S1 80.69 80.35

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

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