NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 74.35 73.00 -1.35 -1.8% 77.18
High 74.45 74.45 0.00 0.0% 78.59
Low 72.95 72.35 -0.60 -0.8% 74.85
Close 73.22 74.11 0.89 1.2% 75.22
Range 1.50 2.10 0.60 40.0% 3.74
ATR 1.91 1.93 0.01 0.7% 0.00
Volume 45,962 72,746 26,784 58.3% 373,500
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.94 79.12 75.27
R3 77.84 77.02 74.69
R2 75.74 75.74 74.50
R1 74.92 74.92 74.30 75.33
PP 73.64 73.64 73.64 73.84
S1 72.82 72.82 73.92 73.23
S2 71.54 71.54 73.73
S3 69.44 70.72 73.53
S4 67.34 68.62 72.96
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 77.99 72.35 5.64 7.6% 1.80 2.4% 31% False True 62,870
10 79.69 72.35 7.34 9.9% 1.79 2.4% 24% False True 71,958
20 84.45 72.35 12.10 16.3% 1.90 2.6% 15% False True 65,077
40 84.45 72.35 12.10 16.3% 2.01 2.7% 15% False True 52,342
60 84.45 72.35 12.10 16.3% 2.07 2.8% 15% False True 49,688
80 93.08 71.50 21.58 29.1% 2.29 3.1% 12% False False 51,900
100 93.55 71.50 22.05 29.8% 2.13 2.9% 12% False False 52,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 79.95
1.618 77.85
1.000 76.55
0.618 75.75
HIGH 74.45
0.618 73.65
0.500 73.40
0.382 73.15
LOW 72.35
0.618 71.05
1.000 70.25
1.618 68.95
2.618 66.85
4.250 63.43
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 73.87 74.11
PP 73.64 74.11
S1 73.40 74.11

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

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