NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 81.38 78.43 -2.95 -3.6% 79.99
High 81.44 79.05 -2.39 -2.9% 83.91
Low 78.55 76.47 -2.08 -2.6% 79.87
Close 79.13 76.73 -2.40 -3.0% 81.77
Range 2.89 2.58 -0.31 -10.7% 4.04
ATR 2.04 2.09 0.04 2.2% 0.00
Volume 65,247 65,384 137 0.2% 169,611
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.16 83.52 78.15
R3 82.58 80.94 77.44
R2 80.00 80.00 77.20
R1 78.36 78.36 76.97 77.89
PP 77.42 77.42 77.42 77.18
S1 75.78 75.78 76.49 75.31
S2 74.84 74.84 76.26
S3 72.26 73.20 76.02
S4 69.68 70.62 75.31
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 76.47 7.31 9.5% 2.33 3.0% 4% False True 58,764
10 83.91 76.47 7.44 9.7% 2.03 2.7% 3% False True 45,488
20 83.91 76.47 7.44 9.7% 2.02 2.6% 3% False True 33,489
40 83.91 72.71 11.20 14.6% 2.02 2.6% 36% False False 23,490
60 83.91 70.96 12.95 16.9% 2.12 2.8% 45% False False 19,899
80 93.14 70.96 22.18 28.9% 2.11 2.7% 26% False False 18,132
100 93.14 70.96 22.18 28.9% 1.89 2.5% 26% False False 16,107
120 93.14 70.96 22.18 28.9% 1.79 2.3% 26% False False 14,107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.02
2.618 85.80
1.618 83.22
1.000 81.63
0.618 80.64
HIGH 79.05
0.618 78.06
0.500 77.76
0.382 77.46
LOW 76.47
0.618 74.88
1.000 73.89
1.618 72.30
2.618 69.72
4.250 65.51
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 77.76 79.58
PP 77.42 78.63
S1 77.07 77.68

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

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