NYMEX Light Sweet Crude Oil Future June 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 81.41 82.13 0.72 0.9% 80.78
High 82.35 82.39 0.04 0.0% 81.45
Low 81.02 80.78 -0.24 -0.3% 78.80
Close 81.94 81.09 -0.85 -1.0% 80.96
Range 1.33 1.61 0.28 21.1% 2.65
ATR 1.68 1.68 -0.01 -0.3% 0.00
Volume 12,448 12,278 -170 -1.4% 64,296
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.25 85.28 81.98
R3 84.64 83.67 81.53
R2 83.03 83.03 81.39
R1 82.06 82.06 81.24 81.74
PP 81.42 81.42 81.42 81.26
S1 80.45 80.45 80.94 80.13
S2 79.81 79.81 80.79
S3 78.20 78.84 80.65
S4 76.59 77.23 80.20
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 82.39 79.57 2.82 3.5% 1.71 2.1% 54% True False 11,647
10 82.39 77.46 4.93 6.1% 1.72 2.1% 74% True False 12,286
20 82.39 75.70 6.69 8.3% 1.62 2.0% 81% True False 10,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.23
2.618 86.60
1.618 84.99
1.000 84.00
0.618 83.38
HIGH 82.39
0.618 81.77
0.500 81.59
0.382 81.40
LOW 80.78
0.618 79.79
1.000 79.17
1.618 78.18
2.618 76.57
4.250 73.94
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 81.59 81.06
PP 81.42 81.03
S1 81.26 81.01

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

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