NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 82.12 80.91 -1.21 -1.5% 78.95
High 82.67 81.76 -0.91 -1.1% 82.97
Low 80.04 80.71 0.67 0.8% 78.83
Close 80.70 81.48 0.78 1.0% 80.70
Range 2.63 1.05 -1.58 -60.1% 4.14
ATR 2.11 2.03 -0.07 -3.6% 0.00
Volume 369,446 234,995 -134,451 -36.4% 1,436,329
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.47 84.02 82.06
R3 83.42 82.97 81.77
R2 82.37 82.37 81.67
R1 81.92 81.92 81.58 82.15
PP 81.32 81.32 81.32 81.43
S1 80.87 80.87 81.38 81.10
S2 80.27 80.27 81.29
S3 79.22 79.82 81.19
S4 78.17 78.77 80.90
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.25 91.12 82.98
R3 89.11 86.98 81.84
R2 84.97 84.97 81.46
R1 82.84 82.84 81.08 83.91
PP 80.83 80.83 80.83 81.37
S1 78.70 78.70 80.32 79.77
S2 76.69 76.69 79.94
S3 72.55 74.56 79.56
S4 68.41 70.42 78.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.97 80.04 2.93 3.6% 1.50 1.8% 49% False False 275,379
10 82.97 75.90 7.07 8.7% 1.96 2.4% 79% False False 294,157
20 82.97 74.70 8.27 10.1% 2.04 2.5% 82% False False 267,339
40 82.97 71.47 11.50 14.1% 2.11 2.6% 87% False False 173,965
60 82.97 69.62 13.35 16.4% 2.32 2.9% 89% False False 134,784
80 92.21 69.62 22.59 27.7% 2.30 2.8% 53% False False 110,564
100 92.21 69.62 22.59 27.7% 2.12 2.6% 53% False False 92,359
120 92.21 69.62 22.59 27.7% 2.04 2.5% 53% False False 78,322
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 84.51
1.618 83.46
1.000 82.81
0.618 82.41
HIGH 81.76
0.618 81.36
0.500 81.24
0.382 81.11
LOW 80.71
0.618 80.06
1.000 79.66
1.618 79.01
2.618 77.96
4.250 76.25
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 81.40 81.44
PP 81.32 81.40
S1 81.24 81.36

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

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