NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 72.82 73.18 0.36 0.5% 73.90
High 73.98 75.59 1.61 2.2% 75.59
Low 72.54 72.04 -0.50 -0.7% 70.76
Close 73.36 75.17 1.81 2.5% 75.17
Range 1.44 3.55 2.11 146.5% 4.83
ATR 1.93 2.05 0.12 6.0% 0.00
Volume 348,554 455,882 107,328 30.8% 1,694,770
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.92 83.59 77.12
R3 81.37 80.04 76.15
R2 77.82 77.82 75.82
R1 76.49 76.49 75.50 77.16
PP 74.27 74.27 74.27 74.60
S1 72.94 72.94 74.84 73.61
S2 70.72 70.72 74.52
S3 67.17 69.39 74.19
S4 63.62 65.84 73.22
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.33 86.58 77.83
R3 83.50 81.75 76.50
R2 78.67 78.67 76.06
R1 76.92 76.92 75.61 77.80
PP 73.84 73.84 73.84 74.28
S1 72.09 72.09 74.73 72.97
S2 69.01 69.01 74.28
S3 64.18 67.26 73.84
S4 59.35 62.43 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.59 70.76 4.83 6.4% 2.13 2.8% 91% True False 338,954
10 77.03 70.76 6.27 8.3% 1.90 2.5% 70% False False 268,031
20 83.40 70.76 12.64 16.8% 1.96 2.6% 35% False False 192,933
40 83.40 70.76 12.64 16.8% 2.04 2.7% 35% False False 120,492
60 83.40 70.76 12.64 16.8% 2.09 2.8% 35% False False 88,296
80 86.37 70.35 16.02 21.3% 2.24 3.0% 30% False False 70,966
100 92.75 70.35 22.40 29.8% 2.12 2.8% 22% False False 60,012
120 92.75 70.35 22.40 29.8% 1.97 2.6% 22% False False 50,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 90.68
2.618 84.88
1.618 81.33
1.000 79.14
0.618 77.78
HIGH 75.59
0.618 74.23
0.500 73.82
0.382 73.40
LOW 72.04
0.618 69.85
1.000 68.49
1.618 66.30
2.618 62.75
4.250 56.95
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 74.72 74.51
PP 74.27 73.84
S1 73.82 73.18

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

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