NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 77.05 76.19 -0.86 -1.1% 77.18
High 77.99 76.36 -1.63 -2.1% 78.59
Low 75.82 74.85 -0.97 -1.3% 74.85
Close 76.15 75.22 -0.93 -1.2% 75.22
Range 2.17 1.51 -0.66 -30.4% 3.74
ATR 2.00 1.96 -0.03 -1.7% 0.00
Volume 87,546 59,823 -27,723 -31.7% 373,500
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.01 79.12 76.05
R3 78.50 77.61 75.64
R2 76.99 76.99 75.50
R1 76.10 76.10 75.36 75.79
PP 75.48 75.48 75.48 75.32
S1 74.59 74.59 75.08 74.28
S2 73.97 73.97 74.94
S3 72.46 73.08 74.80
S4 70.95 71.57 74.39
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.44 85.07 77.28
R3 83.70 81.33 76.25
R2 79.96 79.96 75.91
R1 77.59 77.59 75.56 76.91
PP 76.22 76.22 76.22 75.88
S1 73.85 73.85 74.88 73.17
S2 72.48 72.48 74.53
S3 68.74 70.11 74.19
S4 65.00 66.37 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.59 74.85 3.74 5.0% 1.65 2.2% 10% False True 74,700
10 83.37 74.85 8.52 11.3% 1.88 2.5% 4% False True 74,129
20 84.45 74.85 9.60 12.8% 1.92 2.6% 4% False True 62,208
40 84.45 73.15 11.30 15.0% 2.07 2.8% 18% False False 50,904
60 84.45 73.15 11.30 15.0% 2.15 2.9% 18% False False 49,306
80 93.55 71.50 22.05 29.3% 2.29 3.0% 17% False False 52,037
100 93.55 71.50 22.05 29.3% 2.13 2.8% 17% False False 52,086
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 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.78
2.618 80.31
1.618 78.80
1.000 77.87
0.618 77.29
HIGH 76.36
0.618 75.78
0.500 75.61
0.382 75.43
LOW 74.85
0.618 73.92
1.000 73.34
1.618 72.41
2.618 70.90
4.250 68.43
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 75.61 76.42
PP 75.48 76.02
S1 75.35 75.62

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

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