NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 73.64 72.10 -1.54 -2.1% 76.43
High 73.66 73.58 -0.08 -0.1% 77.82
Low 72.07 71.49 -0.58 -0.8% 74.09
Close 72.36 73.24 0.88 1.2% 74.46
Range 1.59 2.09 0.50 31.4% 3.73
ATR 1.91 1.92 0.01 0.7% 0.00
Volume 56,238 103,503 47,265 84.0% 354,118
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.04 78.23 74.39
R3 76.95 76.14 73.81
R2 74.86 74.86 73.62
R1 74.05 74.05 73.43 74.46
PP 72.77 72.77 72.77 72.97
S1 71.96 71.96 73.05 72.37
S2 70.68 70.68 72.86
S3 68.59 69.87 72.67
S4 66.50 67.78 72.09
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.65 84.28 76.51
R3 82.92 80.55 75.49
R2 79.19 79.19 75.14
R1 76.82 76.82 74.80 76.14
PP 75.46 75.46 75.46 75.12
S1 73.09 73.09 74.12 72.41
S2 71.73 71.73 73.78
S3 68.00 69.36 73.43
S4 64.27 65.63 72.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.21 71.49 5.72 7.8% 1.82 2.5% 31% False True 76,122
10 79.05 71.49 7.56 10.3% 1.79 2.4% 23% False True 72,368
20 83.91 71.49 12.42 17.0% 1.90 2.6% 14% False True 58,028
40 83.91 71.49 12.42 17.0% 1.99 2.7% 14% False True 37,208
60 83.91 71.49 12.42 17.0% 2.00 2.7% 14% False True 28,982
80 92.17 70.96 21.21 29.0% 2.15 2.9% 11% False False 25,173
100 93.14 70.96 22.18 30.3% 1.95 2.7% 10% False False 22,254
120 93.14 70.96 22.18 30.3% 1.82 2.5% 10% False False 19,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.46
2.618 79.05
1.618 76.96
1.000 75.67
0.618 74.87
HIGH 73.58
0.618 72.78
0.500 72.54
0.382 72.29
LOW 71.49
0.618 70.20
1.000 69.40
1.618 68.11
2.618 66.02
4.250 62.61
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 73.01 73.30
PP 72.77 73.28
S1 72.54 73.26

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

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