NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 79.10 77.40 -1.70 -2.1% 82.49
High 79.69 78.24 -1.45 -1.8% 83.37
Low 77.02 76.58 -0.44 -0.6% 76.58
Close 77.31 76.94 -0.37 -0.5% 76.94
Range 2.67 1.66 -1.01 -37.8% 6.79
ATR 2.12 2.08 -0.03 -1.5% 0.00
Volume 71,974 107,125 35,151 48.8% 367,791
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.23 81.25 77.85
R3 80.57 79.59 77.40
R2 78.91 78.91 77.24
R1 77.93 77.93 77.09 77.59
PP 77.25 77.25 77.25 77.09
S1 76.27 76.27 76.79 75.93
S2 75.59 75.59 76.64
S3 73.93 74.61 76.48
S4 72.27 72.95 76.03
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 99.33 94.93 80.67
R3 92.54 88.14 78.81
R2 85.75 85.75 78.18
R1 81.35 81.35 77.56 80.16
PP 78.96 78.96 78.96 78.37
S1 74.56 74.56 76.32 73.37
S2 72.17 72.17 75.70
S3 65.38 67.77 75.07
S4 58.59 60.98 73.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.37 76.58 6.79 8.8% 2.12 2.8% 5% False True 73,558
10 84.45 76.58 7.87 10.2% 1.98 2.6% 5% False True 64,520
20 84.45 76.58 7.87 10.2% 2.01 2.6% 5% False True 54,365
40 84.45 73.15 11.30 14.7% 2.09 2.7% 34% False False 46,633
60 84.45 71.50 12.95 16.8% 2.22 2.9% 42% False False 48,541
80 93.55 71.50 22.05 28.7% 2.29 3.0% 25% False False 50,564
100 93.55 71.50 22.05 28.7% 2.12 2.8% 25% False False 49,972
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.30
2.618 82.59
1.618 80.93
1.000 79.90
0.618 79.27
HIGH 78.24
0.618 77.61
0.500 77.41
0.382 77.21
LOW 76.58
0.618 75.55
1.000 74.92
1.618 73.89
2.618 72.23
4.250 69.53
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 77.41 79.34
PP 77.25 78.54
S1 77.10 77.74

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

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