NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 81.49 81.89 0.40 0.5% 79.47
High 82.22 82.07 -0.15 -0.2% 83.40
Low 81.19 79.64 -1.55 -1.9% 79.28
Close 81.95 80.71 -1.24 -1.5% 81.18
Range 1.03 2.43 1.40 135.9% 4.12
ATR 2.00 2.03 0.03 1.6% 0.00
Volume 130,202 123,976 -6,226 -4.8% 385,471
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.10 86.83 82.05
R3 85.67 84.40 81.38
R2 83.24 83.24 81.16
R1 81.97 81.97 80.93 81.39
PP 80.81 80.81 80.81 80.52
S1 79.54 79.54 80.49 78.96
S2 78.38 78.38 80.26
S3 75.95 77.11 80.04
S4 73.52 74.68 79.37
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 79.64 3.76 4.7% 1.67 2.1% 28% False True 100,686
10 83.40 76.33 7.07 8.8% 1.92 2.4% 62% False False 88,073
20 83.40 76.03 7.37 9.1% 1.98 2.5% 64% False False 68,307
40 83.40 72.15 11.25 13.9% 2.06 2.6% 76% False False 47,775
60 83.40 70.35 13.05 16.2% 2.22 2.8% 79% False False 38,674
80 92.75 70.35 22.40 27.8% 2.21 2.7% 46% False False 33,165
100 92.75 70.35 22.40 27.8% 2.02 2.5% 46% False False 28,612
120 92.75 70.35 22.40 27.8% 1.91 2.4% 46% False False 24,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.40
2.618 88.43
1.618 86.00
1.000 84.50
0.618 83.57
HIGH 82.07
0.618 81.14
0.500 80.86
0.382 80.57
LOW 79.64
0.618 78.14
1.000 77.21
1.618 75.71
2.618 73.28
4.250 69.31
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 80.86 81.37
PP 80.81 81.15
S1 80.76 80.93

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

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