NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 78.17 78.04 -0.13 -0.2% 78.27
High 78.89 79.13 0.24 0.3% 78.89
Low 76.80 76.67 -0.13 -0.2% 75.74
Close 78.25 78.73 0.48 0.6% 78.25
Range 2.09 2.46 0.37 17.7% 3.15
ATR 1.85 1.90 0.04 2.3% 0.00
Volume 28,026 22,747 -5,279 -18.8% 166,767
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.56 84.60 80.08
R3 83.10 82.14 79.41
R2 80.64 80.64 79.18
R1 79.68 79.68 78.96 80.16
PP 78.18 78.18 78.18 78.42
S1 77.22 77.22 78.50 77.70
S2 75.72 75.72 78.28
S3 73.26 74.76 78.05
S4 70.80 72.30 77.38
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 79.13 75.74 3.39 4.3% 2.19 2.8% 88% True False 30,334
10 79.13 73.12 6.01 7.6% 2.00 2.5% 93% True False 27,246
20 83.55 73.12 10.43 13.2% 1.85 2.3% 54% False False 20,290
40 84.73 73.12 11.61 14.7% 1.74 2.2% 48% False False 13,808
60 84.73 73.12 11.61 14.7% 1.69 2.1% 48% False False 10,842
80 84.73 72.06 12.67 16.1% 1.77 2.3% 53% False False 9,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.59
2.618 85.57
1.618 83.11
1.000 81.59
0.618 80.65
HIGH 79.13
0.618 78.19
0.500 77.90
0.382 77.61
LOW 76.67
0.618 75.15
1.000 74.21
1.618 72.69
2.618 70.23
4.250 66.22
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 78.45 78.45
PP 78.18 78.18
S1 77.90 77.90

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

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