NYMEX Light Sweet Crude Oil Future April 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 79.01 78.69 -0.32 -0.4% 76.79
High 79.92 79.99 0.07 0.1% 80.13
Low 77.94 78.19 0.25 0.3% 74.98
Close 78.14 79.86 1.72 2.2% 79.90
Range 1.98 1.80 -0.18 -9.1% 5.15
ATR 1.22 1.26 0.05 3.7% 0.00
Volume 3,723 5,555 1,832 49.2% 16,874
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.75 84.10 80.85
R3 82.95 82.30 80.36
R2 81.15 81.15 80.19
R1 80.50 80.50 80.03 80.83
PP 79.35 79.35 79.35 79.51
S1 78.70 78.70 79.70 79.03
S2 77.55 77.55 79.53
S3 75.75 76.90 79.37
S4 73.95 75.10 78.87
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.79 91.99 82.73
R3 88.64 86.84 81.32
R2 83.49 83.49 80.84
R1 81.69 81.69 80.37 82.59
PP 78.34 78.34 78.34 78.79
S1 76.54 76.54 79.43 77.44
S2 73.19 73.19 78.96
S3 68.04 71.39 78.48
S4 62.89 66.24 77.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.13 77.70 2.43 3.0% 1.21 1.5% 89% False False 4,709
10 80.21 74.98 5.23 6.5% 0.98 1.2% 93% False False 3,622
20 85.19 74.98 10.21 12.8% 0.84 1.1% 48% False False 3,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.64
2.618 84.70
1.618 82.90
1.000 81.79
0.618 81.10
HIGH 79.99
0.618 79.30
0.500 79.09
0.382 78.88
LOW 78.19
0.618 77.08
1.000 76.39
1.618 75.28
2.618 73.48
4.250 70.54
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 79.60 79.56
PP 79.35 79.26
S1 79.09 78.97

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

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