NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 77.18 76.77 -0.41 -0.5% 82.49
High 77.53 78.59 1.06 1.4% 83.37
Low 76.48 76.73 0.25 0.3% 76.58
Close 76.88 77.75 0.87 1.1% 76.94
Range 1.05 1.86 0.81 77.1% 6.79
ATR 2.01 2.00 -0.01 -0.5% 0.00
Volume 59,957 45,279 -14,678 -24.5% 367,791
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.27 82.37 78.77
R3 81.41 80.51 78.26
R2 79.55 79.55 78.09
R1 78.65 78.65 77.92 79.10
PP 77.69 77.69 77.69 77.92
S1 76.79 76.79 77.58 77.24
S2 75.83 75.83 77.41
S3 73.97 74.93 77.24
S4 72.11 73.07 76.73
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 82.10 76.48 5.62 7.2% 2.02 2.6% 23% False False 68,404
10 84.45 76.48 7.97 10.3% 1.83 2.4% 16% False False 63,737
20 84.45 76.48 7.97 10.3% 1.96 2.5% 16% False False 56,430
40 84.45 73.15 11.30 14.5% 2.07 2.7% 41% False False 47,153
60 84.45 71.50 12.95 16.7% 2.17 2.8% 48% False False 47,592
80 93.55 71.50 22.05 28.4% 2.28 2.9% 28% False False 50,437
100 93.55 71.50 22.05 28.4% 2.13 2.7% 28% False False 50,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.50
2.618 83.46
1.618 81.60
1.000 80.45
0.618 79.74
HIGH 78.59
0.618 77.88
0.500 77.66
0.382 77.44
LOW 76.73
0.618 75.58
1.000 74.87
1.618 73.72
2.618 71.86
4.250 68.83
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 77.72 77.68
PP 77.69 77.61
S1 77.66 77.54

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

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