NYMEX Light Sweet Crude Oil Future June 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 81.59 81.41 -0.18 -0.2% 80.78
High 81.91 82.35 0.44 0.5% 81.45
Low 79.62 81.02 1.40 1.8% 78.80
Close 81.59 81.94 0.35 0.4% 80.96
Range 2.29 1.33 -0.96 -41.9% 2.65
ATR 1.71 1.68 -0.03 -1.6% 0.00
Volume 8,786 12,448 3,662 41.7% 64,296
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.76 85.18 82.67
R3 84.43 83.85 82.31
R2 83.10 83.10 82.18
R1 82.52 82.52 82.06 82.81
PP 81.77 81.77 81.77 81.92
S1 81.19 81.19 81.82 81.48
S2 80.44 80.44 81.70
S3 79.11 79.86 81.57
S4 77.78 78.53 81.21
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 82.35 79.10 3.25 4.0% 1.75 2.1% 87% True False 11,514
10 82.35 75.70 6.65 8.1% 1.76 2.1% 94% True False 12,200
20 84.26 75.70 8.56 10.4% 1.65 2.0% 73% False False 10,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.00
2.618 85.83
1.618 84.50
1.000 83.68
0.618 83.17
HIGH 82.35
0.618 81.84
0.500 81.69
0.382 81.53
LOW 81.02
0.618 80.20
1.000 79.69
1.618 78.87
2.618 77.54
4.250 75.37
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 81.86 81.61
PP 81.77 81.29
S1 81.69 80.96

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

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