NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 80.25 79.75 -0.50 -0.6% 79.75
High 81.14 81.12 -0.02 0.0% 80.26
Low 79.35 79.46 0.11 0.1% 77.26
Close 80.58 79.75 -0.83 -1.0% 79.69
Range 1.79 1.66 -0.13 -7.3% 3.00
ATR 1.75 1.75 -0.01 -0.4% 0.00
Volume 12,335 13,973 1,638 13.3% 59,828
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.09 84.08 80.66
R3 83.43 82.42 80.21
R2 81.77 81.77 80.05
R1 80.76 80.76 79.90 80.58
PP 80.11 80.11 80.11 80.02
S1 79.10 79.10 79.60 78.92
S2 78.45 78.45 79.45
S3 76.79 77.44 79.29
S4 75.13 75.78 78.84
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.07 86.88 81.34
R3 85.07 83.88 80.52
R2 82.07 82.07 80.24
R1 80.88 80.88 79.97 79.98
PP 79.07 79.07 79.07 78.62
S1 77.88 77.88 79.42 76.98
S2 76.07 76.07 79.14
S3 73.07 74.88 78.87
S4 70.07 71.88 78.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.14 78.24 2.90 3.6% 1.89 2.4% 52% False False 12,343
10 81.14 76.76 4.38 5.5% 1.80 2.3% 68% False False 11,490
20 81.14 74.29 6.85 8.6% 1.60 2.0% 80% False False 8,508
40 85.62 74.29 11.33 14.2% 1.52 1.9% 48% False False 6,136
60 85.62 74.29 11.33 14.2% 1.45 1.8% 48% False False 4,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.18
2.618 85.47
1.618 83.81
1.000 82.78
0.618 82.15
HIGH 81.12
0.618 80.49
0.500 80.29
0.382 80.09
LOW 79.46
0.618 78.43
1.000 77.80
1.618 76.77
2.618 75.11
4.250 72.41
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 80.29 79.73
PP 80.11 79.72
S1 79.93 79.70

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

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