NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 77.76 76.16 -1.60 -2.1% 81.49
High 78.43 77.12 -1.31 -1.7% 82.22
Low 75.90 75.41 -0.49 -0.6% 75.41
Close 76.15 75.77 -0.38 -0.5% 75.77
Range 2.53 1.71 -0.82 -32.4% 6.81
ATR 2.14 2.11 -0.03 -1.4% 0.00
Volume 174,839 207,419 32,580 18.6% 792,876
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.23 80.21 76.71
R3 79.52 78.50 76.24
R2 77.81 77.81 76.08
R1 76.79 76.79 75.93 76.45
PP 76.10 76.10 76.10 75.93
S1 75.08 75.08 75.61 74.74
S2 74.39 74.39 75.46
S3 72.68 73.37 75.30
S4 70.97 71.66 74.83
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 98.23 93.81 79.52
R3 91.42 87.00 77.64
R2 84.61 84.61 77.02
R1 80.19 80.19 76.39 79.00
PP 77.80 77.80 77.80 77.20
S1 73.38 73.38 75.15 72.19
S2 70.99 70.99 74.52
S3 64.18 66.57 73.90
S4 57.37 59.76 72.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.22 75.41 6.81 9.0% 2.16 2.8% 5% False True 158,575
10 83.40 75.41 7.99 10.5% 2.01 2.7% 5% False True 117,834
20 83.40 75.41 7.99 10.5% 2.06 2.7% 5% False True 89,247
40 83.40 72.15 11.25 14.8% 2.12 2.8% 32% False False 59,765
60 83.40 70.35 13.05 17.2% 2.21 2.9% 42% False False 46,721
80 92.75 70.35 22.40 29.6% 2.25 3.0% 24% False False 39,448
100 92.75 70.35 22.40 29.6% 2.05 2.7% 24% False False 33,870
120 92.75 70.35 22.40 29.6% 1.93 2.6% 24% False False 28,996
Crabel Price Patterns
NR True
NR4 True
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.39
2.618 81.60
1.618 79.89
1.000 78.83
0.618 78.18
HIGH 77.12
0.618 76.47
0.500 76.27
0.382 76.06
LOW 75.41
0.618 74.35
1.000 73.70
1.618 72.64
2.618 70.93
4.250 68.14
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 76.27 78.20
PP 76.10 77.39
S1 75.94 76.58

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

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