NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 81.81 82.84 1.03 1.3% 79.22
High 83.07 83.40 0.33 0.4% 80.07
Low 81.52 82.05 0.53 0.7% 76.33
Close 82.99 82.91 -0.08 -0.1% 79.39
Range 1.55 1.35 -0.20 -12.9% 3.74
ATR 2.17 2.11 -0.06 -2.7% 0.00
Volume 83,313 77,024 -6,289 -7.5% 320,105
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.84 86.22 83.65
R3 85.49 84.87 83.28
R2 84.14 84.14 83.16
R1 83.52 83.52 83.03 83.83
PP 82.79 82.79 82.79 82.94
S1 82.17 82.17 82.79 82.48
S2 81.44 81.44 82.66
S3 80.09 80.82 82.54
S4 78.74 79.47 82.17
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 83.40 76.90 6.50 7.8% 2.08 2.5% 92% True False 77,987
10 83.40 76.33 7.07 8.5% 2.07 2.5% 93% True False 69,784
20 83.40 75.12 8.28 10.0% 2.03 2.4% 94% True False 53,381
40 83.40 72.15 11.25 13.6% 2.10 2.5% 96% True False 39,561
60 85.35 70.35 15.00 18.1% 2.25 2.7% 84% False False 32,765
80 92.75 70.35 22.40 27.0% 2.19 2.6% 56% False False 28,811
100 92.75 70.35 22.40 27.0% 1.98 2.4% 56% False False 24,552
120 92.75 70.35 22.40 27.0% 1.90 2.3% 56% False False 21,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.14
2.618 86.93
1.618 85.58
1.000 84.75
0.618 84.23
HIGH 83.40
0.618 82.88
0.500 82.73
0.382 82.57
LOW 82.05
0.618 81.22
1.000 80.70
1.618 79.87
2.618 78.52
4.250 76.31
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 82.85 82.39
PP 82.79 81.86
S1 82.73 81.34

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

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