NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 82.51 81.38 -1.13 -1.4% 79.99
High 82.68 81.44 -1.24 -1.5% 83.91
Low 80.25 78.55 -1.70 -2.1% 79.87
Close 81.31 79.13 -2.18 -2.7% 81.77
Range 2.43 2.89 0.46 18.9% 4.04
ATR 1.98 2.04 0.07 3.3% 0.00
Volume 60,364 65,247 4,883 8.1% 169,611
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.38 86.64 80.72
R3 85.49 83.75 79.92
R2 82.60 82.60 79.66
R1 80.86 80.86 79.39 80.29
PP 79.71 79.71 79.71 79.42
S1 77.97 77.97 78.87 77.40
S2 76.82 76.82 78.60
S3 73.93 75.08 78.34
S4 71.04 72.19 77.54
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.97 91.91 83.99
R3 89.93 87.87 82.88
R2 85.89 85.89 82.51
R1 83.83 83.83 82.14 84.86
PP 81.85 81.85 81.85 82.37
S1 79.79 79.79 81.40 80.82
S2 77.81 77.81 81.03
S3 73.77 75.75 80.66
S4 69.73 71.71 79.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.78 78.55 5.23 6.6% 1.99 2.5% 11% False True 52,741
10 83.91 77.47 6.44 8.1% 2.02 2.5% 26% False False 43,688
20 83.91 76.57 7.34 9.3% 1.99 2.5% 35% False False 30,997
40 83.91 72.71 11.20 14.2% 2.00 2.5% 57% False False 22,127
60 83.91 70.96 12.95 16.4% 2.12 2.7% 63% False False 19,023
80 93.14 70.96 22.18 28.0% 2.09 2.6% 37% False False 17,397
100 93.14 70.96 22.18 28.0% 1.89 2.4% 37% False False 15,499
120 93.14 70.96 22.18 28.0% 1.78 2.2% 37% False False 13,624
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 0.31
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 93.72
2.618 89.01
1.618 86.12
1.000 84.33
0.618 83.23
HIGH 81.44
0.618 80.34
0.500 80.00
0.382 79.65
LOW 78.55
0.618 76.76
1.000 75.66
1.618 73.87
2.618 70.98
4.250 66.27
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 80.00 80.67
PP 79.71 80.16
S1 79.42 79.64

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

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