NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 83.61 82.49 -1.12 -1.3% 80.51
High 84.28 83.37 -0.91 -1.1% 84.45
Low 81.63 82.38 0.75 0.9% 80.44
Close 82.35 83.17 0.82 1.0% 82.35
Range 2.65 0.99 -1.66 -62.6% 4.01
ATR 2.05 1.97 -0.07 -3.6% 0.00
Volume 53,253 68,535 15,282 28.7% 277,410
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.94 85.55 83.71
R3 84.95 84.56 83.44
R2 83.96 83.96 83.35
R1 83.57 83.57 83.26 83.77
PP 82.97 82.97 82.97 83.07
S1 82.58 82.58 83.08 82.78
S2 81.98 81.98 82.99
S3 80.99 81.59 82.90
S4 80.00 80.60 82.63
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 81.63 2.82 3.4% 1.48 1.8% 55% False False 61,159
10 84.45 77.49 6.96 8.4% 1.93 2.3% 82% False False 53,786
20 84.45 76.20 8.25 9.9% 1.96 2.4% 84% False False 46,612
40 84.45 73.15 11.30 13.6% 2.03 2.4% 89% False False 43,023
60 84.59 71.50 13.09 15.7% 2.26 2.7% 89% False False 47,422
80 93.55 71.50 22.05 26.5% 2.25 2.7% 53% False False 49,323
100 93.55 71.50 22.05 26.5% 2.10 2.5% 53% False False 48,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.58
2.618 85.96
1.618 84.97
1.000 84.36
0.618 83.98
HIGH 83.37
0.618 82.99
0.500 82.88
0.382 82.76
LOW 82.38
0.618 81.77
1.000 81.39
1.618 80.78
2.618 79.79
4.250 78.17
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 83.07 83.10
PP 82.97 83.03
S1 82.88 82.96

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

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