NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 78.95 81.41 2.46 3.1% 78.98
High 81.77 82.64 0.87 1.1% 79.69
Low 78.83 81.11 2.28 2.9% 75.90
Close 81.34 82.55 1.21 1.5% 78.95
Range 2.94 1.53 -1.41 -48.0% 3.79
ATR 2.27 2.22 -0.05 -2.3% 0.00
Volume 294,425 276,308 -18,117 -6.2% 1,529,994
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.69 86.15 83.39
R3 85.16 84.62 82.97
R2 83.63 83.63 82.83
R1 83.09 83.09 82.69 83.36
PP 82.10 82.10 82.10 82.24
S1 81.56 81.56 82.41 81.83
S2 80.57 80.57 82.27
S3 79.04 80.03 82.13
S4 77.51 78.50 81.71
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.55 88.04 81.03
R3 85.76 84.25 79.99
R2 81.97 81.97 79.64
R1 80.46 80.46 79.30 79.32
PP 78.18 78.18 78.18 77.61
S1 76.67 76.67 78.60 75.53
S2 74.39 74.39 78.26
S3 70.60 72.88 77.91
S4 66.81 69.09 76.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.64 75.90 6.74 8.2% 2.16 2.6% 99% True False 322,666
10 82.64 75.90 6.74 8.2% 2.18 2.6% 99% True False 306,776
20 82.64 71.97 10.67 12.9% 2.17 2.6% 99% True False 234,074
40 82.64 71.47 11.17 13.5% 2.17 2.6% 99% True False 153,903
60 84.50 69.62 14.88 18.0% 2.36 2.9% 87% False False 118,955
80 92.21 69.62 22.59 27.4% 2.29 2.8% 57% False False 99,149
100 92.21 69.62 22.59 27.4% 2.13 2.6% 57% False False 81,700
120 92.21 69.62 22.59 27.4% 2.06 2.5% 57% False False 69,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.14
2.618 86.65
1.618 85.12
1.000 84.17
0.618 83.59
HIGH 82.64
0.618 82.06
0.500 81.88
0.382 81.69
LOW 81.11
0.618 80.16
1.000 79.58
1.618 78.63
2.618 77.10
4.250 74.61
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 82.33 81.61
PP 82.10 80.67
S1 81.88 79.74

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

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