NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 83.11 82.10 -1.01 -1.2% 80.51
High 83.23 82.10 -1.13 -1.4% 84.45
Low 80.83 79.22 -1.61 -2.0% 80.44
Close 81.96 79.78 -2.18 -2.7% 82.35
Range 2.40 2.88 0.48 20.0% 4.01
ATR 2.00 2.07 0.06 3.1% 0.00
Volume 62,472 57,685 -4,787 -7.7% 277,410
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.01 87.27 81.36
R3 86.13 84.39 80.57
R2 83.25 83.25 80.31
R1 81.51 81.51 80.04 80.94
PP 80.37 80.37 80.37 80.08
S1 78.63 78.63 79.52 78.06
S2 77.49 77.49 79.25
S3 74.61 75.75 78.99
S4 71.73 72.87 78.20
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 84.28 79.22 5.06 6.3% 1.96 2.5% 11% False True 59,029
10 84.45 78.00 6.45 8.1% 2.00 2.5% 28% False False 58,197
20 84.45 77.14 7.31 9.2% 1.99 2.5% 36% False False 49,031
40 84.45 73.15 11.30 14.2% 2.06 2.6% 59% False False 44,246
60 84.45 71.50 12.95 16.2% 2.23 2.8% 64% False False 47,576
80 93.55 71.50 22.05 27.6% 2.26 2.8% 38% False False 49,396
100 93.55 71.50 22.05 27.6% 2.12 2.7% 38% False False 48,718
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 0.30
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 94.34
2.618 89.64
1.618 86.76
1.000 84.98
0.618 83.88
HIGH 82.10
0.618 81.00
0.500 80.66
0.382 80.32
LOW 79.22
0.618 77.44
1.000 76.34
1.618 74.56
2.618 71.68
4.250 66.98
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 80.66 81.30
PP 80.37 80.79
S1 80.07 80.29

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

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