NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 82.84 82.81 -0.03 0.0% 79.22
High 83.40 82.91 -0.49 -0.6% 80.07
Low 82.05 81.96 -0.09 -0.1% 76.33
Close 82.91 82.45 -0.46 -0.6% 79.39
Range 1.35 0.95 -0.40 -29.6% 3.74
ATR 2.11 2.03 -0.08 -3.9% 0.00
Volume 77,024 87,351 10,327 13.4% 320,105
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.29 84.82 82.97
R3 84.34 83.87 82.71
R2 83.39 83.39 82.62
R1 82.92 82.92 82.54 82.68
PP 82.44 82.44 82.44 82.32
S1 81.97 81.97 82.36 81.73
S2 81.49 81.49 82.28
S3 80.54 81.02 82.19
S4 79.59 80.07 81.93
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 77.30 6.10 7.4% 1.78 2.2% 84% False False 77,006
10 83.40 76.33 7.07 8.6% 1.84 2.2% 87% False False 70,397
20 83.40 75.12 8.28 10.0% 2.00 2.4% 89% False False 56,497
40 83.40 72.15 11.25 13.6% 2.06 2.5% 92% False False 40,984
60 85.35 70.35 15.00 18.2% 2.24 2.7% 81% False False 33,960
80 92.75 70.35 22.40 27.2% 2.18 2.6% 54% False False 29,672
100 92.75 70.35 22.40 27.2% 1.98 2.4% 54% False False 25,379
120 92.75 70.35 22.40 27.2% 1.89 2.3% 54% False False 21,868
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 86.95
2.618 85.40
1.618 84.45
1.000 83.86
0.618 83.50
HIGH 82.91
0.618 82.55
0.500 82.44
0.382 82.32
LOW 81.96
0.618 81.37
1.000 81.01
1.618 80.42
2.618 79.47
4.250 77.92
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 82.45 82.46
PP 82.44 82.46
S1 82.44 82.45

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

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