NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 83.88 83.61 -0.27 -0.3% 80.51
High 83.89 84.28 0.39 0.5% 84.45
Low 83.01 81.63 -1.38 -1.7% 80.44
Close 83.53 82.35 -1.18 -1.4% 82.35
Range 0.88 2.65 1.77 201.1% 4.01
ATR 2.00 2.05 0.05 2.3% 0.00
Volume 53,201 53,253 52 0.1% 277,410
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.70 89.18 83.81
R3 88.05 86.53 83.08
R2 85.40 85.40 82.84
R1 83.88 83.88 82.59 83.32
PP 82.75 82.75 82.75 82.47
S1 81.23 81.23 82.11 80.67
S2 80.10 80.10 81.86
S3 77.45 78.58 81.62
S4 74.80 75.93 80.89
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.44 92.41 84.56
R3 90.43 88.40 83.45
R2 86.42 86.42 83.09
R1 84.39 84.39 82.72 85.41
PP 82.41 82.41 82.41 82.92
S1 80.38 80.38 81.98 81.40
S2 78.40 78.40 81.61
S3 74.39 76.37 81.25
S4 70.38 72.36 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 80.44 4.01 4.9% 1.84 2.2% 48% False False 55,482
10 84.45 77.49 6.96 8.5% 1.95 2.4% 70% False False 50,287
20 84.45 76.20 8.25 10.0% 2.01 2.4% 75% False False 44,710
40 84.45 73.15 11.30 13.7% 2.05 2.5% 81% False False 42,382
60 86.52 71.50 15.02 18.2% 2.28 2.8% 72% False False 47,035
80 93.55 71.50 22.05 26.8% 2.25 2.7% 49% False False 49,356
100 93.55 71.50 22.05 26.8% 2.10 2.5% 49% False False 47,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.54
2.618 91.22
1.618 88.57
1.000 86.93
0.618 85.92
HIGH 84.28
0.618 83.27
0.500 82.96
0.382 82.64
LOW 81.63
0.618 79.99
1.000 78.98
1.618 77.34
2.618 74.69
4.250 70.37
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 82.96 83.04
PP 82.75 82.81
S1 82.55 82.58

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

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