NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 73.90 72.95 -0.95 -1.3% 75.88
High 74.48 73.05 -1.43 -1.9% 77.03
Low 72.75 71.32 -1.43 -2.0% 73.44
Close 73.10 71.63 -1.47 -2.0% 73.82
Range 1.73 1.73 0.00 0.0% 3.59
ATR 1.96 1.95 -0.01 -0.7% 0.00
Volume 238,064 325,614 87,550 36.8% 985,545
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 77.19 76.14 72.58
R3 75.46 74.41 72.11
R2 73.73 73.73 71.95
R1 72.68 72.68 71.79 72.34
PP 72.00 72.00 72.00 71.83
S1 70.95 70.95 71.47 70.61
S2 70.27 70.27 71.31
S3 68.54 69.22 71.15
S4 66.81 67.49 70.68
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 76.47 71.32 5.15 7.2% 1.82 2.5% 6% False True 265,939
10 80.99 71.32 9.67 13.5% 1.91 2.7% 3% False True 208,792
20 83.40 71.32 12.08 16.9% 1.92 2.7% 3% False True 148,432
40 83.40 71.32 12.08 16.9% 2.07 2.9% 3% False True 94,369
60 83.40 71.32 12.08 16.9% 2.10 2.9% 3% False True 70,346
80 92.75 70.35 22.40 31.3% 2.26 3.2% 6% False False 57,460
100 92.75 70.35 22.40 31.3% 2.08 2.9% 6% False False 49,019
120 92.75 70.35 22.40 31.3% 1.94 2.7% 6% False False 41,654
Crabel Price Patterns
NR False
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 0.43
Fibonacci Retracements and Extensions
4.250 80.40
2.618 77.58
1.618 75.85
1.000 74.78
0.618 74.12
HIGH 73.05
0.618 72.39
0.500 72.19
0.382 71.98
LOW 71.32
0.618 70.25
1.000 69.59
1.618 68.52
2.618 66.79
4.250 63.97
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 72.19 73.16
PP 72.00 72.65
S1 71.82 72.14

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

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