NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 81.89 80.61 -1.28 -1.6% 79.47
High 82.07 80.99 -1.08 -1.3% 83.40
Low 79.64 77.90 -1.74 -2.2% 79.28
Close 80.71 78.49 -2.22 -2.8% 81.18
Range 2.43 3.09 0.66 27.2% 4.12
ATR 2.03 2.10 0.08 3.8% 0.00
Volume 123,976 156,440 32,464 26.2% 385,471
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.40 86.53 80.19
R3 85.31 83.44 79.34
R2 82.22 82.22 79.06
R1 80.35 80.35 78.77 79.74
PP 79.13 79.13 79.13 78.82
S1 77.26 77.26 78.21 76.65
S2 76.04 76.04 77.92
S3 72.95 74.17 77.64
S4 69.86 71.08 76.79
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 83.10 77.90 5.20 6.6% 2.02 2.6% 11% False True 116,569
10 83.40 76.90 6.50 8.3% 2.05 2.6% 24% False False 97,278
20 83.40 76.03 7.37 9.4% 2.06 2.6% 33% False False 74,255
40 83.40 72.15 11.25 14.3% 2.09 2.7% 56% False False 51,258
60 83.40 70.35 13.05 16.6% 2.22 2.8% 62% False False 40,931
80 92.75 70.35 22.40 28.5% 2.22 2.8% 36% False False 34,934
100 92.75 70.35 22.40 28.5% 2.04 2.6% 36% False False 30,143
120 92.75 70.35 22.40 28.5% 1.92 2.4% 36% False False 25,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 94.12
2.618 89.08
1.618 85.99
1.000 84.08
0.618 82.90
HIGH 80.99
0.618 79.81
0.500 79.45
0.382 79.08
LOW 77.90
0.618 75.99
1.000 74.81
1.618 72.90
2.618 69.81
4.250 64.77
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 79.45 80.06
PP 79.13 79.54
S1 78.81 79.01

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

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