NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 82.81 82.59 -0.22 -0.3% 79.47
High 82.91 83.10 0.19 0.2% 83.40
Low 81.96 80.51 -1.45 -1.8% 79.28
Close 82.45 81.18 -1.27 -1.5% 81.18
Range 0.95 2.59 1.64 172.6% 4.12
ATR 2.03 2.07 0.04 2.0% 0.00
Volume 87,351 84,880 -2,471 -2.8% 385,471
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.37 87.86 82.60
R3 86.78 85.27 81.89
R2 84.19 84.19 81.65
R1 82.68 82.68 81.42 82.14
PP 81.60 81.60 81.60 81.33
S1 80.09 80.09 80.94 79.55
S2 79.01 79.01 80.71
S3 76.42 77.50 80.47
S4 73.83 74.91 79.76
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.65 91.53 83.45
R3 89.53 87.41 82.31
R2 85.41 85.41 81.94
R1 83.29 83.29 81.56 84.35
PP 81.29 81.29 81.29 81.82
S1 79.17 79.17 80.80 80.23
S2 77.17 77.17 80.42
S3 73.05 75.05 80.05
S4 68.93 70.93 78.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.40 79.28 4.12 5.1% 1.86 2.3% 46% False False 77,094
10 83.40 76.33 7.07 8.7% 1.99 2.4% 69% False False 70,557
20 83.40 75.12 8.28 10.2% 2.06 2.5% 73% False False 59,031
40 83.40 72.15 11.25 13.9% 2.07 2.6% 80% False False 42,489
60 85.35 70.35 15.00 18.5% 2.26 2.8% 72% False False 35,077
80 92.75 70.35 22.40 27.6% 2.20 2.7% 48% False False 30,416
100 92.75 70.35 22.40 27.6% 2.00 2.5% 48% False False 26,208
120 92.75 70.35 22.40 27.6% 1.90 2.3% 48% False False 22,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.11
2.618 89.88
1.618 87.29
1.000 85.69
0.618 84.70
HIGH 83.10
0.618 82.11
0.500 81.81
0.382 81.50
LOW 80.51
0.618 78.91
1.000 77.92
1.618 76.32
2.618 73.73
4.250 69.50
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 81.81 81.96
PP 81.60 81.70
S1 81.39 81.44

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

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