NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 76.72 76.25 -0.47 -0.6% 81.90
High 76.90 77.21 0.31 0.4% 82.79
Low 75.11 75.04 -0.07 -0.1% 76.01
Close 76.51 75.42 -1.09 -1.4% 76.36
Range 1.79 2.17 0.38 21.2% 6.78
ATR 1.95 1.97 0.02 0.8% 0.00
Volume 101,832 92,779 -9,053 -8.9% 336,677
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.40 81.08 76.61
R3 80.23 78.91 76.02
R2 78.06 78.06 75.82
R1 76.74 76.74 75.62 76.32
PP 75.89 75.89 75.89 75.68
S1 74.57 74.57 75.22 74.15
S2 73.72 73.72 75.02
S3 71.55 72.40 74.82
S4 69.38 70.23 74.23
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 77.82 75.04 2.78 3.7% 1.68 2.2% 14% False True 74,094
10 83.78 75.04 8.74 11.6% 2.00 2.7% 4% False True 66,429
20 83.91 75.04 8.87 11.8% 1.90 2.5% 4% False True 47,245
40 83.91 72.71 11.20 14.9% 2.02 2.7% 24% False False 31,312
60 83.91 72.61 11.30 15.0% 2.07 2.7% 25% False False 25,007
80 93.14 70.96 22.18 29.4% 2.12 2.8% 20% False False 22,156
100 93.14 70.96 22.18 29.4% 1.92 2.5% 20% False False 19,636
120 93.14 70.96 22.18 29.4% 1.79 2.4% 20% False False 17,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.43
2.618 82.89
1.618 80.72
1.000 79.38
0.618 78.55
HIGH 77.21
0.618 76.38
0.500 76.13
0.382 75.87
LOW 75.04
0.618 73.70
1.000 72.87
1.618 71.53
2.618 69.36
4.250 65.82
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 76.13 76.43
PP 75.89 76.09
S1 75.66 75.76

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

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