NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 76.43 76.14 -0.29 -0.4% 81.90
High 76.95 77.82 0.87 1.1% 82.79
Low 75.88 76.13 0.25 0.3% 76.01
Close 76.25 76.95 0.70 0.9% 76.36
Range 1.07 1.69 0.62 57.9% 6.78
ATR 1.98 1.96 -0.02 -1.1% 0.00
Volume 51,402 41,024 -10,378 -20.2% 336,677
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.04 81.18 77.88
R3 80.35 79.49 77.41
R2 78.66 78.66 77.26
R1 77.80 77.80 77.10 78.23
PP 76.97 76.97 76.97 77.18
S1 76.11 76.11 76.80 76.54
S2 75.28 75.28 76.64
S3 73.59 74.42 76.49
S4 71.90 72.73 76.02
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 81.44 75.88 5.56 7.2% 1.98 2.6% 19% False False 61,298
10 83.91 75.88 8.03 10.4% 1.83 2.4% 13% False False 53,790
20 83.91 75.88 8.03 10.4% 1.95 2.5% 13% False False 40,206
40 83.91 72.71 11.20 14.6% 2.02 2.6% 38% False False 26,946
60 83.91 70.96 12.95 16.8% 2.06 2.7% 46% False False 22,154
80 93.14 70.96 22.18 28.8% 2.10 2.7% 27% False False 19,957
100 93.14 70.96 22.18 28.8% 1.91 2.5% 27% False False 17,777
120 93.14 70.96 22.18 28.8% 1.79 2.3% 27% False False 15,504
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.00
2.618 82.24
1.618 80.55
1.000 79.51
0.618 78.86
HIGH 77.82
0.618 77.17
0.500 76.98
0.382 76.78
LOW 76.13
0.618 75.09
1.000 74.44
1.618 73.40
2.618 71.71
4.250 68.95
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 76.98 76.92
PP 76.97 76.88
S1 76.96 76.85

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

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