NYMEX Light Sweet Crude Oil Future October 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 79.47 81.81 2.34 2.9% 79.22
High 82.15 83.07 0.92 1.1% 80.07
Low 79.28 81.52 2.24 2.8% 76.33
Close 81.76 82.99 1.23 1.5% 79.39
Range 2.87 1.55 -1.32 -46.0% 3.74
ATR 2.22 2.17 -0.05 -2.2% 0.00
Volume 52,903 83,313 30,410 57.5% 320,105
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.18 86.63 83.84
R3 85.63 85.08 83.42
R2 84.08 84.08 83.27
R1 83.53 83.53 83.13 83.81
PP 82.53 82.53 82.53 82.66
S1 81.98 81.98 82.85 82.26
S2 80.98 80.98 82.71
S3 79.43 80.43 82.56
S4 77.88 78.88 82.14
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.82 88.34 81.45
R3 86.08 84.60 80.42
R2 82.34 82.34 80.08
R1 80.86 80.86 79.73 81.60
PP 78.60 78.60 78.60 78.97
S1 77.12 77.12 79.05 77.86
S2 74.86 74.86 78.70
S3 71.12 73.38 78.36
S4 67.38 69.64 77.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.07 76.33 6.74 8.1% 2.17 2.6% 99% True False 75,460
10 83.07 76.33 6.74 8.1% 2.16 2.6% 99% True False 66,887
20 83.07 72.57 10.50 12.7% 2.11 2.5% 99% True False 50,958
40 83.07 72.15 10.92 13.2% 2.10 2.5% 99% True False 38,148
60 85.35 70.35 15.00 18.1% 2.27 2.7% 84% False False 31,810
80 92.75 70.35 22.40 27.0% 2.18 2.6% 56% False False 28,152
100 92.75 70.35 22.40 27.0% 1.99 2.4% 56% False False 23,823
120 92.75 70.35 22.40 27.0% 1.91 2.3% 56% False False 20,546
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.66
2.618 87.13
1.618 85.58
1.000 84.62
0.618 84.03
HIGH 83.07
0.618 82.48
0.500 82.30
0.382 82.11
LOW 81.52
0.618 80.56
1.000 79.97
1.618 79.01
2.618 77.46
4.250 74.93
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 82.76 82.06
PP 82.53 81.12
S1 82.30 80.19

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

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