NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 80.22 77.31 -2.91 -3.6% 78.95
High 80.44 77.97 -2.47 -3.1% 82.97
Low 77.25 75.52 -1.73 -2.2% 78.83
Close 78.02 75.74 -2.28 -2.9% 80.70
Range 3.19 2.45 -0.74 -23.2% 4.14
ATR 2.14 2.17 0.03 1.2% 0.00
Volume 374,017 386,287 12,270 3.3% 1,436,329
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.76 82.20 77.09
R3 81.31 79.75 76.41
R2 78.86 78.86 76.19
R1 77.30 77.30 75.96 76.86
PP 76.41 76.41 76.41 76.19
S1 74.85 74.85 75.52 74.41
S2 73.96 73.96 75.29
S3 71.51 72.40 75.07
S4 69.06 69.95 74.39
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 75.52 7.15 9.4% 2.35 3.1% 3% False True 343,902
10 82.97 75.52 7.45 9.8% 2.07 2.7% 3% False True 313,697
20 82.97 75.52 7.45 9.8% 2.09 2.8% 3% False True 297,795
40 82.97 71.47 11.50 15.2% 2.16 2.9% 37% False False 196,961
60 82.97 69.62 13.35 17.6% 2.29 3.0% 46% False False 150,994
80 92.21 69.62 22.59 29.8% 2.33 3.1% 27% False False 123,411
100 92.21 69.62 22.59 29.8% 2.14 2.8% 27% False False 103,225
120 92.21 69.62 22.59 29.8% 2.07 2.7% 27% False False 87,457
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.38
2.618 84.38
1.618 81.93
1.000 80.42
0.618 79.48
HIGH 77.97
0.618 77.03
0.500 76.75
0.382 76.46
LOW 75.52
0.618 74.01
1.000 73.07
1.618 71.56
2.618 69.11
4.250 65.11
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 76.75 78.57
PP 76.41 77.63
S1 76.08 76.68

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

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