NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 81.44 80.22 -1.22 -1.5% 78.95
High 81.62 80.44 -1.18 -1.4% 82.97
Low 79.20 77.25 -1.95 -2.5% 78.83
Close 80.25 78.02 -2.23 -2.8% 80.70
Range 2.42 3.19 0.77 31.8% 4.14
ATR 2.06 2.14 0.08 3.9% 0.00
Volume 354,766 374,017 19,251 5.4% 1,436,329
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.14 86.27 79.77
R3 84.95 83.08 78.90
R2 81.76 81.76 78.60
R1 79.89 79.89 78.31 79.23
PP 78.57 78.57 78.57 78.24
S1 76.70 76.70 77.73 76.04
S2 75.38 75.38 77.44
S3 72.19 73.51 77.14
S4 69.00 70.32 76.27
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 82.67 77.25 5.42 6.9% 2.04 2.6% 14% False True 310,023
10 82.97 76.45 6.52 8.4% 2.07 2.7% 24% False False 306,486
20 82.97 75.62 7.35 9.4% 2.08 2.7% 33% False False 287,856
40 82.97 71.47 11.50 14.7% 2.15 2.8% 57% False False 188,746
60 82.97 69.62 13.35 17.1% 2.30 2.9% 63% False False 145,298
80 92.21 69.62 22.59 29.0% 2.31 3.0% 37% False False 118,864
100 92.21 69.62 22.59 29.0% 2.14 2.7% 37% False False 99,450
120 92.21 69.62 22.59 29.0% 2.06 2.6% 37% False False 84,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 94.00
2.618 88.79
1.618 85.60
1.000 83.63
0.618 82.41
HIGH 80.44
0.618 79.22
0.500 78.85
0.382 78.47
LOW 77.25
0.618 75.28
1.000 74.06
1.618 72.09
2.618 68.90
4.250 63.69
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 78.85 79.51
PP 78.57 79.01
S1 78.30 78.52

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

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