NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 82.10 79.10 -3.00 -3.7% 80.51
High 82.10 79.69 -2.41 -2.9% 84.45
Low 79.22 77.02 -2.20 -2.8% 80.44
Close 79.78 77.31 -2.47 -3.1% 82.35
Range 2.88 2.67 -0.21 -7.3% 4.01
ATR 2.07 2.12 0.05 2.4% 0.00
Volume 57,685 71,974 14,289 24.8% 277,410
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.02 84.33 78.78
R3 83.35 81.66 78.04
R2 80.68 80.68 77.80
R1 78.99 78.99 77.55 78.50
PP 78.01 78.01 78.01 77.76
S1 76.32 76.32 77.07 75.83
S2 75.34 75.34 76.82
S3 72.67 73.65 76.58
S4 70.00 70.98 75.84
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 77.02 7.26 9.4% 2.32 3.0% 4% False True 62,783
10 84.45 77.02 7.43 9.6% 2.03 2.6% 4% False True 58,886
20 84.45 77.02 7.43 9.6% 2.02 2.6% 4% False True 50,587
40 84.45 73.15 11.30 14.6% 2.08 2.7% 37% False False 45,186
60 84.45 71.50 12.95 16.8% 2.23 2.9% 45% False False 47,723
80 93.55 71.50 22.05 28.5% 2.29 3.0% 26% False False 49,835
100 93.55 71.50 22.05 28.5% 2.12 2.7% 26% False False 49,190
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.04
2.618 86.68
1.618 84.01
1.000 82.36
0.618 81.34
HIGH 79.69
0.618 78.67
0.500 78.36
0.382 78.04
LOW 77.02
0.618 75.37
1.000 74.35
1.618 72.70
2.618 70.03
4.250 65.67
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 78.36 80.13
PP 78.01 79.19
S1 77.66 78.25

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

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