NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 80.61 77.76 -2.85 -3.5% 79.47
High 80.99 78.43 -2.56 -3.2% 83.40
Low 77.90 75.90 -2.00 -2.6% 79.28
Close 78.49 76.15 -2.34 -3.0% 81.18
Range 3.09 2.53 -0.56 -18.1% 4.12
ATR 2.10 2.14 0.03 1.7% 0.00
Volume 156,440 174,839 18,399 11.8% 385,471
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.42 82.81 77.54
R3 81.89 80.28 76.85
R2 79.36 79.36 76.61
R1 77.75 77.75 76.38 77.29
PP 76.83 76.83 76.83 76.60
S1 75.22 75.22 75.92 74.76
S2 74.30 74.30 75.69
S3 71.77 72.69 75.45
S4 69.24 70.16 74.76
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 83.10 75.90 7.20 9.5% 2.33 3.1% 3% False True 134,067
10 83.40 75.90 7.50 9.8% 2.06 2.7% 3% False True 105,536
20 83.40 75.90 7.50 9.8% 2.07 2.7% 3% False True 80,767
40 83.40 72.15 11.25 14.8% 2.11 2.8% 36% False False 55,216
60 83.40 70.35 13.05 17.1% 2.21 2.9% 44% False False 43,499
80 92.75 70.35 22.40 29.4% 2.24 2.9% 26% False False 36,992
100 92.75 70.35 22.40 29.4% 2.04 2.7% 26% False False 31,821
120 92.75 70.35 22.40 29.4% 1.93 2.5% 26% False False 27,304
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.18
2.618 85.05
1.618 82.52
1.000 80.96
0.618 79.99
HIGH 78.43
0.618 77.46
0.500 77.17
0.382 76.87
LOW 75.90
0.618 74.34
1.000 73.37
1.618 71.81
2.618 69.28
4.250 65.15
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 77.17 78.99
PP 76.83 78.04
S1 76.49 77.10

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

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