NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 74.77 73.90 -0.87 -1.2% 75.88
High 74.99 74.48 -0.51 -0.7% 77.03
Low 73.44 72.75 -0.69 -0.9% 73.44
Close 73.82 73.10 -0.72 -1.0% 73.82
Range 1.55 1.73 0.18 11.6% 3.59
ATR 1.98 1.96 -0.02 -0.9% 0.00
Volume 234,488 238,064 3,576 1.5% 985,545
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 78.63 77.60 74.05
R3 76.90 75.87 73.58
R2 75.17 75.17 73.42
R1 74.14 74.14 73.26 73.79
PP 73.44 73.44 73.44 73.27
S1 72.41 72.41 72.94 72.06
S2 71.71 71.71 72.78
S3 69.98 70.68 72.62
S4 68.25 68.95 72.15
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.53 83.27 75.79
R3 81.94 79.68 74.81
R2 78.35 78.35 74.48
R1 76.09 76.09 74.15 75.43
PP 74.76 74.76 74.76 74.43
S1 72.50 72.50 73.49 71.84
S2 71.17 71.17 73.16
S3 67.58 68.91 72.83
S4 63.99 65.32 71.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.03 72.75 4.28 5.9% 1.79 2.5% 8% False True 222,613
10 82.07 72.75 9.32 12.7% 1.98 2.7% 4% False True 188,628
20 83.40 72.75 10.65 14.6% 1.97 2.7% 3% False True 133,922
40 83.40 72.15 11.25 15.4% 2.07 2.8% 8% False False 86,795
60 83.40 72.15 11.25 15.4% 2.12 2.9% 8% False False 65,203
80 92.75 70.35 22.40 30.6% 2.26 3.1% 12% False False 53,632
100 92.75 70.35 22.40 30.6% 2.09 2.9% 12% False False 45,831
120 92.75 70.35 22.40 30.6% 1.93 2.6% 12% False False 38,992
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.83
2.618 79.01
1.618 77.28
1.000 76.21
0.618 75.55
HIGH 74.48
0.618 73.82
0.500 73.62
0.382 73.41
LOW 72.75
0.618 71.68
1.000 71.02
1.618 69.95
2.618 68.22
4.250 65.40
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 73.62 74.61
PP 73.44 74.11
S1 73.27 73.60

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

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