NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 76.88 76.43 -0.45 -0.6% 81.90
High 77.67 76.95 -0.72 -0.9% 82.79
Low 76.01 75.88 -0.13 -0.2% 76.01
Close 76.36 76.25 -0.11 -0.1% 76.36
Range 1.66 1.07 -0.59 -35.5% 6.78
ATR 2.06 1.98 -0.07 -3.4% 0.00
Volume 83,434 51,402 -32,032 -38.4% 336,677
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.57 78.98 76.84
R3 78.50 77.91 76.54
R2 77.43 77.43 76.45
R1 76.84 76.84 76.35 76.60
PP 76.36 76.36 76.36 76.24
S1 75.77 75.77 76.15 75.53
S2 75.29 75.29 76.05
S3 74.22 74.70 75.96
S4 73.15 73.63 75.66
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 82.68 75.88 6.80 8.9% 2.13 2.8% 5% False True 65,166
10 83.91 75.88 8.03 10.5% 1.81 2.4% 5% False True 53,418
20 83.91 75.88 8.03 10.5% 1.96 2.6% 5% False True 38,929
40 83.91 72.71 11.20 14.7% 2.03 2.7% 32% False False 26,134
60 83.91 70.96 12.95 17.0% 2.07 2.7% 41% False False 21,730
80 93.14 70.96 22.18 29.1% 2.10 2.8% 24% False False 19,565
100 93.14 70.96 22.18 29.1% 1.90 2.5% 24% False False 17,401
120 93.14 70.96 22.18 29.1% 1.79 2.3% 24% False False 15,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.50
2.618 79.75
1.618 78.68
1.000 78.02
0.618 77.61
HIGH 76.95
0.618 76.54
0.500 76.42
0.382 76.29
LOW 75.88
0.618 75.22
1.000 74.81
1.618 74.15
2.618 73.08
4.250 71.33
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 76.42 77.47
PP 76.36 77.06
S1 76.31 76.66

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

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