NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 75.43 73.32 -2.11 -2.8% 74.47
High 76.00 75.85 -0.15 -0.2% 76.46
Low 73.08 73.31 0.23 0.3% 71.49
Close 73.54 75.36 1.82 2.5% 76.21
Range 2.92 2.54 -0.38 -13.0% 4.97
ATR 2.01 2.05 0.04 1.9% 0.00
Volume 116,289 180,764 64,475 55.4% 444,529
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.46 81.45 76.76
R3 79.92 78.91 76.06
R2 77.38 77.38 75.83
R1 76.37 76.37 75.59 76.88
PP 74.84 74.84 74.84 75.09
S1 73.83 73.83 75.13 74.34
S2 72.30 72.30 74.89
S3 69.76 71.29 74.66
S4 67.22 68.75 73.96
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.63 87.89 78.94
R3 84.66 82.92 77.58
R2 79.69 79.69 77.12
R1 77.95 77.95 76.67 78.82
PP 74.72 74.72 74.72 75.16
S1 72.98 72.98 75.75 73.85
S2 69.75 69.75 75.30
S3 64.78 68.01 74.84
S4 59.81 63.04 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.67 73.08 3.59 4.8% 2.31 3.1% 64% False False 145,212
10 77.21 71.49 5.72 7.6% 2.07 2.7% 68% False False 110,667
20 83.78 71.49 12.29 16.3% 1.97 2.6% 31% False False 85,672
40 83.91 71.49 12.42 16.5% 1.96 2.6% 31% False False 53,588
60 83.91 71.49 12.42 16.5% 2.00 2.7% 31% False False 40,078
80 85.75 70.96 14.79 19.6% 2.10 2.8% 30% False False 33,168
100 93.14 70.96 22.18 29.4% 2.02 2.7% 20% False False 29,075
120 93.14 70.96 22.18 29.4% 1.87 2.5% 20% False False 25,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.65
2.618 82.50
1.618 79.96
1.000 78.39
0.618 77.42
HIGH 75.85
0.618 74.88
0.500 74.58
0.382 74.28
LOW 73.31
0.618 71.74
1.000 70.77
1.618 69.20
2.618 66.66
4.250 62.52
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 75.10 75.20
PP 74.84 75.04
S1 74.58 74.88

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

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