NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 72.95 71.47 -1.48 -2.0% 75.88
High 73.05 72.97 -0.08 -0.1% 77.03
Low 71.32 70.76 -0.56 -0.8% 73.44
Close 71.63 72.52 0.89 1.2% 73.82
Range 1.73 2.21 0.48 27.7% 3.59
ATR 1.95 1.97 0.02 1.0% 0.00
Volume 325,614 326,656 1,042 0.3% 985,545
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 78.71 77.83 73.74
R3 76.50 75.62 73.13
R2 74.29 74.29 72.93
R1 73.41 73.41 72.72 73.85
PP 72.08 72.08 72.08 72.31
S1 71.20 71.20 72.32 71.64
S2 69.87 69.87 72.11
S3 67.66 68.99 71.91
S4 65.45 66.78 71.30
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 70.76 5.71 7.9% 1.87 2.6% 31% False True 279,054
10 78.43 70.76 7.67 10.6% 1.83 2.5% 23% False True 225,813
20 83.40 70.76 12.64 17.4% 1.94 2.7% 14% False True 161,546
40 83.40 70.76 12.64 17.4% 2.05 2.8% 14% False True 101,858
60 83.40 70.76 12.64 17.4% 2.08 2.9% 14% False True 75,540
80 92.33 70.35 21.98 30.3% 2.27 3.1% 10% False False 61,343
100 92.75 70.35 22.40 30.9% 2.09 2.9% 10% False False 52,157
120 92.75 70.35 22.40 30.9% 1.94 2.7% 10% False False 44,335
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 0.47
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.36
2.618 78.76
1.618 76.55
1.000 75.18
0.618 74.34
HIGH 72.97
0.618 72.13
0.500 71.87
0.382 71.60
LOW 70.76
0.618 69.39
1.000 68.55
1.618 67.18
2.618 64.97
4.250 61.37
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 72.30 72.62
PP 72.08 72.59
S1 71.87 72.55

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

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