NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 73.52 74.01 0.49 0.7% 74.47
High 74.82 76.46 1.64 2.2% 76.46
Low 73.26 73.27 0.01 0.0% 71.49
Close 74.22 76.21 1.99 2.7% 76.21
Range 1.56 3.19 1.63 104.5% 4.97
ATR 1.89 1.99 0.09 4.9% 0.00
Volume 92,567 131,210 38,643 41.7% 444,529
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.88 83.74 77.96
R3 81.69 80.55 77.09
R2 78.50 78.50 76.79
R1 77.36 77.36 76.50 77.93
PP 75.31 75.31 75.31 75.60
S1 74.17 74.17 75.92 74.74
S2 72.12 72.12 75.63
S3 68.93 70.98 75.33
S4 65.74 67.79 74.46
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.63 87.89 78.94
R3 84.66 82.92 77.58
R2 79.69 79.69 77.12
R1 77.95 77.95 76.67 78.82
PP 74.72 74.72 74.72 75.16
S1 72.98 72.98 75.75 73.85
S2 69.75 69.75 75.30
S3 64.78 68.01 74.84
S4 59.81 63.04 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.46 71.49 4.97 6.5% 2.03 2.7% 95% True False 88,905
10 77.82 71.49 6.33 8.3% 1.84 2.4% 75% False False 79,864
20 83.91 71.49 12.42 16.3% 1.91 2.5% 38% False False 65,246
40 83.91 71.49 12.42 16.3% 1.98 2.6% 38% False False 42,121
60 83.91 71.49 12.42 16.3% 2.01 2.6% 38% False False 32,346
80 86.90 70.96 15.94 20.9% 2.13 2.8% 33% False False 27,657
100 93.14 70.96 22.18 29.1% 1.99 2.6% 24% False False 24,359
120 93.14 70.96 22.18 29.1% 1.84 2.4% 24% False False 21,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 90.02
2.618 84.81
1.618 81.62
1.000 79.65
0.618 78.43
HIGH 76.46
0.618 75.24
0.500 74.87
0.382 74.49
LOW 73.27
0.618 71.30
1.000 70.08
1.618 68.11
2.618 64.92
4.250 59.71
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 75.76 75.47
PP 75.31 74.72
S1 74.87 73.98

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

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