NYMEX Light Sweet Crude Oil Future January 2011


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 77.64 77.90 0.26 0.3% 76.00
High 78.31 78.23 -0.08 -0.1% 78.40
Low 75.74 76.11 0.37 0.5% 73.12
Close 76.19 77.90 1.71 2.2% 78.15
Range 2.57 2.12 -0.45 -17.5% 5.28
ATR 1.82 1.84 0.02 1.2% 0.00
Volume 27,431 38,592 11,161 40.7% 93,254
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.77 82.96 79.07
R3 81.65 80.84 78.48
R2 79.53 79.53 78.29
R1 78.72 78.72 78.09 78.96
PP 77.41 77.41 77.41 77.54
S1 76.60 76.60 77.71 76.84
S2 75.29 75.29 77.51
S3 73.17 74.48 77.32
S4 71.05 72.36 76.73
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.40 90.55 81.05
R3 87.12 85.27 79.60
R2 81.84 81.84 79.12
R1 79.99 79.99 78.63 80.92
PP 76.56 76.56 76.56 77.02
S1 74.71 74.71 77.67 75.64
S2 71.28 71.28 77.18
S3 66.00 69.43 76.70
S4 60.72 64.15 75.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.63 74.90 3.73 4.8% 2.08 2.7% 80% False False 30,711
10 78.63 73.12 5.51 7.1% 1.89 2.4% 87% False False 23,217
20 84.40 73.12 11.28 14.5% 1.71 2.2% 42% False False 17,410
40 84.73 73.12 11.61 14.9% 1.69 2.2% 41% False False 12,147
60 84.73 73.12 11.61 14.9% 1.67 2.1% 41% False False 9,700
80 86.81 72.06 14.75 18.9% 1.76 2.3% 40% False False 8,633
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.24
2.618 83.78
1.618 81.66
1.000 80.35
0.618 79.54
HIGH 78.23
0.618 77.42
0.500 77.17
0.382 76.92
LOW 76.11
0.618 74.80
1.000 73.99
1.618 72.68
2.618 70.56
4.250 67.10
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 77.66 77.66
PP 77.41 77.42
S1 77.17 77.19

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

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