NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 82.59 81.49 -1.10 -1.3% 79.47
High 83.10 82.22 -0.88 -1.1% 83.40
Low 80.51 81.19 0.68 0.8% 79.28
Close 81.18 81.95 0.77 0.9% 81.18
Range 2.59 1.03 -1.56 -60.2% 4.12
ATR 2.07 2.00 -0.07 -3.6% 0.00
Volume 84,880 130,202 45,322 53.4% 385,471
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.88 84.44 82.52
R3 83.85 83.41 82.23
R2 82.82 82.82 82.14
R1 82.38 82.38 82.04 82.60
PP 81.79 81.79 81.79 81.90
S1 81.35 81.35 81.86 81.57
S2 80.76 80.76 81.76
S3 79.73 80.32 81.67
S4 78.70 79.29 81.38
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 80.51 2.89 3.5% 1.49 1.8% 50% False False 92,554
10 83.40 76.33 7.07 8.6% 1.97 2.4% 79% False False 79,216
20 83.40 75.12 8.28 10.1% 2.02 2.5% 82% False False 63,823
40 83.40 72.15 11.25 13.7% 2.05 2.5% 87% False False 45,267
60 83.40 70.35 13.05 15.9% 2.24 2.7% 89% False False 36,963
80 92.75 70.35 22.40 27.3% 2.20 2.7% 52% False False 31,769
100 92.75 70.35 22.40 27.3% 1.99 2.4% 52% False False 27,432
120 92.75 70.35 22.40 27.3% 1.90 2.3% 52% False False 23,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.60
2.618 84.92
1.618 83.89
1.000 83.25
0.618 82.86
HIGH 82.22
0.618 81.83
0.500 81.71
0.382 81.58
LOW 81.19
0.618 80.55
1.000 80.16
1.618 79.52
2.618 78.49
4.250 76.81
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 81.87 81.90
PP 81.79 81.85
S1 81.71 81.81

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

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