NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 80.75 81.21 0.46 0.6% 77.66
High 80.87 81.12 0.25 0.3% 80.99
Low 79.10 79.66 0.56 0.7% 75.70
Close 80.75 81.21 0.46 0.6% 80.78
Range 1.77 1.46 -0.31 -17.5% 5.29
ATR 1.66 1.65 -0.01 -0.9% 0.00
Volume 11,613 10,908 -705 -6.1% 47,079
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.04 84.59 82.01
R3 83.58 83.13 81.61
R2 82.12 82.12 81.48
R1 81.67 81.67 81.34 81.94
PP 80.66 80.66 80.66 80.80
S1 80.21 80.21 81.08 80.48
S2 79.20 79.20 80.94
S3 77.74 78.75 80.81
S4 76.28 77.29 80.41
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 95.03 93.19 83.69
R3 89.74 87.90 82.23
R2 84.45 84.45 81.75
R1 82.61 82.61 81.26 83.53
PP 79.16 79.16 79.16 79.62
S1 77.32 77.32 80.30 78.24
S2 73.87 73.87 79.81
S3 68.58 72.03 79.33
S4 63.29 66.74 77.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.12 78.44 2.68 3.3% 1.66 2.0% 103% True False 13,118
10 81.12 75.70 5.42 6.7% 1.58 1.9% 102% True False 10,590
20 85.94 75.70 10.24 12.6% 1.62 2.0% 54% False False 9,764
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.33
2.618 84.94
1.618 83.48
1.000 82.58
0.618 82.02
HIGH 81.12
0.618 80.56
0.500 80.39
0.382 80.22
LOW 79.66
0.618 78.76
1.000 78.20
1.618 77.30
2.618 75.84
4.250 73.46
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 80.94 80.79
PP 80.66 80.38
S1 80.39 79.96

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

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