NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 76.19 75.26 -0.93 -1.2% 77.18
High 76.36 75.87 -0.49 -0.6% 78.59
Low 74.85 74.16 -0.69 -0.9% 74.85
Close 75.22 74.50 -0.72 -1.0% 75.22
Range 1.51 1.71 0.20 13.2% 3.74
ATR 1.96 1.94 -0.02 -0.9% 0.00
Volume 59,823 48,275 -11,548 -19.3% 373,500
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.97 78.95 75.44
R3 78.26 77.24 74.97
R2 76.55 76.55 74.81
R1 75.53 75.53 74.66 75.19
PP 74.84 74.84 74.84 74.67
S1 73.82 73.82 74.34 73.48
S2 73.13 73.13 74.19
S3 71.42 72.11 74.03
S4 69.71 70.40 73.56
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 74.16 4.43 5.9% 1.78 2.4% 8% False True 72,363
10 83.23 74.16 9.07 12.2% 1.96 2.6% 4% False True 72,103
20 84.45 74.16 10.29 13.8% 1.94 2.6% 3% False True 62,944
40 84.45 73.15 11.30 15.2% 2.04 2.7% 12% False False 51,180
60 84.45 73.15 11.30 15.2% 2.11 2.8% 12% False False 49,244
80 93.55 71.50 22.05 29.6% 2.28 3.1% 14% False False 51,932
100 93.55 71.50 22.05 29.6% 2.14 2.9% 14% False False 52,362
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.14
2.618 80.35
1.618 78.64
1.000 77.58
0.618 76.93
HIGH 75.87
0.618 75.22
0.500 75.02
0.382 74.81
LOW 74.16
0.618 73.10
1.000 72.45
1.618 71.39
2.618 69.68
4.250 66.89
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 75.02 76.08
PP 74.84 75.55
S1 74.67 75.03

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

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