NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 80.96 81.59 0.63 0.8% 80.78
High 81.45 81.91 0.46 0.6% 81.45
Low 79.57 79.62 0.05 0.1% 78.80
Close 80.96 81.59 0.63 0.8% 80.96
Range 1.88 2.29 0.41 21.8% 2.65
ATR 1.66 1.71 0.04 2.7% 0.00
Volume 13,819 8,786 -5,033 -36.4% 64,296
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.91 87.04 82.85
R3 85.62 84.75 82.22
R2 83.33 83.33 82.01
R1 82.46 82.46 81.80 82.74
PP 81.04 81.04 81.04 81.18
S1 80.17 80.17 81.38 80.45
S2 78.75 78.75 81.17
S3 76.46 77.88 80.96
S4 74.17 75.59 80.33
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.35 87.31 82.42
R3 85.70 84.66 81.69
R2 83.05 83.05 81.45
R1 82.01 82.01 81.20 82.53
PP 80.40 80.40 80.40 80.67
S1 79.36 79.36 80.72 79.88
S2 77.75 77.75 80.47
S3 75.10 76.71 80.23
S4 72.45 74.06 79.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.91 78.80 3.11 3.8% 1.89 2.3% 90% True False 11,263
10 81.91 75.70 6.21 7.6% 1.73 2.1% 95% True False 11,439
20 85.89 75.70 10.19 12.5% 1.70 2.1% 58% False False 10,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 87.91
1.618 85.62
1.000 84.20
0.618 83.33
HIGH 81.91
0.618 81.04
0.500 80.77
0.382 80.49
LOW 79.62
0.618 78.20
1.000 77.33
1.618 75.91
2.618 73.62
4.250 69.89
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 81.32 81.31
PP 81.04 81.02
S1 80.77 80.74

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

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