NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 76.77 77.30 0.53 0.7% 77.62
High 77.55 77.98 0.43 0.6% 77.98
Low 75.81 75.85 0.04 0.1% 74.64
Close 77.49 77.29 -0.20 -0.3% 77.29
Range 1.74 2.13 0.39 22.4% 3.34
ATR 2.00 2.01 0.01 0.4% 0.00
Volume 128,771 122,221 -6,550 -5.1% 625,389
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.43 82.49 78.46
R3 81.30 80.36 77.88
R2 79.17 79.17 77.68
R1 78.23 78.23 77.49 77.64
PP 77.04 77.04 77.04 76.74
S1 76.10 76.10 77.09 75.51
S2 74.91 74.91 76.90
S3 72.78 73.97 76.70
S4 70.65 71.84 76.12
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.66 85.31 79.13
R3 83.32 81.97 78.21
R2 79.98 79.98 77.90
R1 78.63 78.63 77.60 77.64
PP 76.64 76.64 76.64 76.14
S1 75.29 75.29 76.98 74.30
S2 73.30 73.30 76.68
S3 69.96 71.95 76.37
S4 66.62 68.61 75.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.98 74.64 3.34 4.3% 2.05 2.7% 79% True False 125,077
10 77.98 72.35 5.63 7.3% 2.03 2.6% 88% True False 99,481
20 83.37 72.35 11.02 14.3% 1.96 2.5% 45% False False 86,805
40 84.45 72.35 12.10 15.7% 1.98 2.6% 41% False False 65,757
60 84.45 72.35 12.10 15.7% 2.02 2.6% 41% False False 57,190
80 86.52 71.50 15.02 19.4% 2.20 2.8% 39% False False 56,977
100 93.55 71.50 22.05 28.5% 2.19 2.8% 26% False False 56,846
120 93.55 71.50 22.05 28.5% 2.07 2.7% 26% False False 54,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.03
2.618 83.56
1.618 81.43
1.000 80.11
0.618 79.30
HIGH 77.98
0.618 77.17
0.500 76.92
0.382 76.66
LOW 75.85
0.618 74.53
1.000 73.72
1.618 72.40
2.618 70.27
4.250 66.80
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 77.17 76.99
PP 77.04 76.70
S1 76.92 76.40

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

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