NYMEX Light Sweet Crude Oil Future November 2010


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 73.32 75.36 2.04 2.8% 74.47
High 75.85 76.33 0.48 0.6% 76.46
Low 73.31 74.45 1.14 1.6% 71.49
Close 75.36 76.24 0.88 1.2% 76.21
Range 2.54 1.88 -0.66 -26.0% 4.97
ATR 2.05 2.04 -0.01 -0.6% 0.00
Volume 180,764 185,596 4,832 2.7% 444,529
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.31 80.66 77.27
R3 79.43 78.78 76.76
R2 77.55 77.55 76.58
R1 76.90 76.90 76.41 77.23
PP 75.67 75.67 75.67 75.84
S1 75.02 75.02 76.07 75.35
S2 73.79 73.79 75.90
S3 71.91 73.14 75.72
S4 70.03 71.26 75.21
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 4.7% 2.37 3.1% 88% False False 163,818
10 76.67 71.49 5.18 6.8% 2.04 2.7% 92% False False 119,949
20 83.78 71.49 12.29 16.1% 2.02 2.6% 39% False False 93,189
40 83.91 71.49 12.42 16.3% 1.97 2.6% 38% False False 57,936
60 83.91 71.49 12.42 16.3% 1.99 2.6% 38% False False 42,908
80 85.75 70.96 14.79 19.4% 2.10 2.8% 36% False False 35,363
100 93.14 70.96 22.18 29.1% 2.03 2.7% 24% False False 30,786
120 93.14 70.96 22.18 29.1% 1.88 2.5% 24% False False 26,668
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.32
2.618 81.25
1.618 79.37
1.000 78.21
0.618 77.49
HIGH 76.33
0.618 75.61
0.500 75.39
0.382 75.17
LOW 74.45
0.618 73.29
1.000 72.57
1.618 71.41
2.618 69.53
4.250 66.46
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 75.96 75.73
PP 75.67 75.22
S1 75.39 74.71

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

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