NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 71.47 72.82 1.35 1.9% 75.88
High 72.97 73.98 1.01 1.4% 77.03
Low 70.76 72.54 1.78 2.5% 73.44
Close 72.52 73.36 0.84 1.2% 73.82
Range 2.21 1.44 -0.77 -34.8% 3.59
ATR 1.97 1.93 -0.04 -1.8% 0.00
Volume 326,656 348,554 21,898 6.7% 985,545
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 77.61 76.93 74.15
R3 76.17 75.49 73.76
R2 74.73 74.73 73.62
R1 74.05 74.05 73.49 74.39
PP 73.29 73.29 73.29 73.47
S1 72.61 72.61 73.23 72.95
S2 71.85 71.85 73.10
S3 70.41 71.17 72.96
S4 68.97 69.73 72.57
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 74.99 70.76 4.23 5.8% 1.73 2.4% 61% False False 294,675
10 77.12 70.76 6.36 8.7% 1.72 2.3% 41% False False 243,185
20 83.40 70.76 12.64 17.2% 1.89 2.6% 21% False False 174,361
40 83.40 70.76 12.64 17.2% 2.03 2.8% 21% False False 109,840
60 83.40 70.76 12.64 17.2% 2.06 2.8% 21% False False 81,047
80 88.80 70.35 18.45 25.1% 2.24 3.0% 16% False False 65,542
100 92.75 70.35 22.40 30.5% 2.09 2.9% 13% False False 55,562
120 92.75 70.35 22.40 30.5% 1.95 2.7% 13% False False 47,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.10
2.618 77.75
1.618 76.31
1.000 75.42
0.618 74.87
HIGH 73.98
0.618 73.43
0.500 73.26
0.382 73.09
LOW 72.54
0.618 71.65
1.000 71.10
1.618 70.21
2.618 68.77
4.250 66.42
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 73.33 73.03
PP 73.29 72.70
S1 73.26 72.37

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

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