NYMEX Light Sweet Crude Oil Future January 2011


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 77.77 78.17 0.40 0.5% 78.27
High 78.47 78.89 0.42 0.5% 78.89
Low 76.75 76.80 0.05 0.1% 75.74
Close 78.43 78.25 -0.18 -0.2% 78.25
Range 1.72 2.09 0.37 21.5% 3.15
ATR 1.84 1.85 0.02 1.0% 0.00
Volume 34,877 28,026 -6,851 -19.6% 166,767
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.25 83.34 79.40
R3 82.16 81.25 78.82
R2 80.07 80.07 78.63
R1 79.16 79.16 78.44 79.62
PP 77.98 77.98 77.98 78.21
S1 77.07 77.07 78.06 77.53
S2 75.89 75.89 77.87
S3 73.80 74.98 77.68
S4 71.71 72.89 77.10
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.08 85.81 79.98
R3 83.93 82.66 79.12
R2 80.78 80.78 78.83
R1 79.51 79.51 78.54 78.57
PP 77.63 77.63 77.63 77.16
S1 76.36 76.36 77.96 75.42
S2 74.48 74.48 77.67
S3 71.33 73.21 77.38
S4 68.18 70.06 76.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.89 75.74 3.15 4.0% 1.92 2.5% 80% True False 33,353
10 78.89 73.12 5.77 7.4% 1.92 2.5% 89% True False 26,002
20 83.86 73.12 10.74 13.7% 1.76 2.3% 48% False False 19,687
40 84.73 73.12 11.61 14.8% 1.72 2.2% 44% False False 13,380
60 84.73 73.12 11.61 14.8% 1.68 2.1% 44% False False 10,551
80 86.81 72.06 14.75 18.8% 1.77 2.3% 42% False False 9,283
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.77
2.618 84.36
1.618 82.27
1.000 80.98
0.618 80.18
HIGH 78.89
0.618 78.09
0.500 77.85
0.382 77.60
LOW 76.80
0.618 75.51
1.000 74.71
1.618 73.42
2.618 71.33
4.250 67.92
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 78.12 78.00
PP 77.98 77.75
S1 77.85 77.50

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

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