NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 75.50 74.07 -1.43 -1.9% 73.90
High 75.58 74.73 -0.85 -1.1% 75.59
Low 74.01 71.53 -2.48 -3.4% 70.76
Close 74.70 71.92 -2.78 -3.7% 75.17
Range 1.57 3.20 1.63 103.8% 4.83
ATR 2.01 2.10 0.08 4.2% 0.00
Volume 240,856 446,459 205,603 85.4% 1,694,770
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.33 80.32 73.68
R3 79.13 77.12 72.80
R2 75.93 75.93 72.51
R1 73.92 73.92 72.21 73.33
PP 72.73 72.73 72.73 72.43
S1 70.72 70.72 71.63 70.13
S2 69.53 69.53 71.33
S3 66.33 67.52 71.04
S4 63.13 64.32 70.16
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 6.7% 2.39 3.3% 24% False False 363,681
10 76.47 70.76 5.71 7.9% 2.11 2.9% 20% False False 314,810
20 83.40 70.76 12.64 17.6% 1.97 2.7% 9% False False 220,488
40 83.40 70.76 12.64 17.6% 2.04 2.8% 9% False False 135,723
60 83.40 70.76 12.64 17.6% 2.06 2.9% 9% False False 98,928
80 85.35 70.35 15.00 20.9% 2.20 3.1% 10% False False 78,979
100 92.75 70.35 22.40 31.1% 2.14 3.0% 7% False False 66,620
120 92.75 70.35 22.40 31.1% 1.99 2.8% 7% False False 56,600
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.33
2.618 83.11
1.618 79.91
1.000 77.93
0.618 76.71
HIGH 74.73
0.618 73.51
0.500 73.13
0.382 72.75
LOW 71.53
0.618 69.55
1.000 68.33
1.618 66.35
2.618 63.15
4.250 57.93
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 73.13 73.56
PP 72.73 73.01
S1 72.32 72.47

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

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