NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 78.43 76.88 -1.55 -2.0% 81.90
High 79.05 77.67 -1.38 -1.7% 82.79
Low 76.47 76.01 -0.46 -0.6% 76.01
Close 76.73 76.36 -0.37 -0.5% 76.36
Range 2.58 1.66 -0.92 -35.7% 6.78
ATR 2.09 2.06 -0.03 -1.5% 0.00
Volume 65,384 83,434 18,050 27.6% 336,677
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.66 80.67 77.27
R3 80.00 79.01 76.82
R2 78.34 78.34 76.66
R1 77.35 77.35 76.51 77.02
PP 76.68 76.68 76.68 76.51
S1 75.69 75.69 76.21 75.36
S2 75.02 75.02 76.06
S3 73.36 74.03 75.90
S4 71.70 72.37 75.45
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 98.73 94.32 80.09
R3 91.95 87.54 78.22
R2 85.17 85.17 77.60
R1 80.76 80.76 76.98 79.58
PP 78.39 78.39 78.39 77.79
S1 73.98 73.98 75.74 72.80
S2 71.61 71.61 75.12
S3 64.83 67.20 74.50
S4 58.05 60.42 72.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.79 76.01 6.78 8.9% 2.11 2.8% 5% False True 67,335
10 83.91 76.01 7.90 10.3% 1.99 2.6% 4% False True 50,628
20 83.91 76.01 7.90 10.3% 2.01 2.6% 4% False True 37,016
40 83.91 72.71 11.20 14.7% 2.04 2.7% 33% False False 25,247
60 83.91 70.96 12.95 17.0% 2.11 2.8% 42% False False 21,102
80 93.14 70.96 22.18 29.0% 2.11 2.8% 24% False False 19,072
100 93.14 70.96 22.18 29.0% 1.90 2.5% 24% False False 16,917
120 93.14 70.96 22.18 29.0% 1.79 2.3% 24% False False 14,766
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 84.73
2.618 82.02
1.618 80.36
1.000 79.33
0.618 78.70
HIGH 77.67
0.618 77.04
0.500 76.84
0.382 76.64
LOW 76.01
0.618 74.98
1.000 74.35
1.618 73.32
2.618 71.66
4.250 68.96
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 76.84 78.73
PP 76.68 77.94
S1 76.52 77.15

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

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