NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 82.20 82.69 0.49 0.6% 84.72
High 82.27 83.72 1.45 1.8% 84.72
Low 82.19 82.66 0.47 0.6% 80.69
Close 82.27 83.75 1.48 1.8% 80.77
Range 0.08 1.06 0.98 1,225.0% 4.03
ATR 1.47 1.47 0.00 -0.1% 0.00
Volume 2,351 1,675 -676 -28.8% 9,539
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.56 86.21 84.33
R3 85.50 85.15 84.04
R2 84.44 84.44 83.94
R1 84.09 84.09 83.85 84.27
PP 83.38 83.38 83.38 83.46
S1 83.03 83.03 83.65 83.21
S2 82.32 82.32 83.56
S3 81.26 81.97 83.46
S4 80.20 80.91 83.17
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.15 91.49 82.99
R3 90.12 87.46 81.88
R2 86.09 86.09 81.51
R1 83.43 83.43 81.14 82.75
PP 82.06 82.06 82.06 81.72
S1 79.40 79.40 80.40 78.72
S2 78.03 78.03 80.03
S3 74.00 75.37 79.66
S4 69.97 71.34 78.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.72 80.69 3.03 3.6% 0.96 1.1% 101% True False 1,867
10 84.95 80.69 4.26 5.1% 1.06 1.3% 72% False False 1,830
20 84.95 73.35 11.60 13.9% 0.92 1.1% 90% False False 1,840
40 84.95 70.69 14.26 17.0% 0.81 1.0% 92% False False 1,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.23
2.618 86.50
1.618 85.44
1.000 84.78
0.618 84.38
HIGH 83.72
0.618 83.32
0.500 83.19
0.382 83.06
LOW 82.66
0.618 82.00
1.000 81.60
1.618 80.94
2.618 79.88
4.250 78.16
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 83.56 83.24
PP 83.38 82.72
S1 83.19 82.21

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

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