NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 74.36 75.34 0.98 1.3% 75.26
High 75.80 77.55 1.75 2.3% 77.55
Low 74.14 74.51 0.37 0.5% 72.35
Close 75.19 77.30 2.11 2.8% 77.30
Range 1.66 3.04 1.38 83.1% 5.20
ATR 1.91 1.99 0.08 4.2% 0.00
Volume 73,349 129,091 55,742 76.0% 369,423
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.57 84.48 78.97
R3 82.53 81.44 78.14
R2 79.49 79.49 77.86
R1 78.40 78.40 77.58 78.95
PP 76.45 76.45 76.45 76.73
S1 75.36 75.36 77.02 75.91
S2 73.41 73.41 76.74
S3 70.37 72.32 76.46
S4 67.33 69.28 75.63
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.33 89.52 80.16
R3 86.13 84.32 78.73
R2 80.93 80.93 78.25
R1 79.12 79.12 77.78 80.03
PP 75.73 75.73 75.73 76.19
S1 73.92 73.92 76.82 74.83
S2 70.53 70.53 76.35
S3 65.33 68.72 75.87
S4 60.13 63.52 74.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.55 72.35 5.20 6.7% 2.00 2.6% 95% True False 73,884
10 78.59 72.35 6.24 8.1% 1.83 2.4% 79% False False 74,292
20 84.45 72.35 12.10 15.7% 1.90 2.5% 41% False False 69,406
40 84.45 72.35 12.10 15.7% 2.00 2.6% 41% False False 55,160
60 84.45 72.35 12.10 15.7% 2.07 2.7% 41% False False 51,413
80 87.40 71.50 15.90 20.6% 2.25 2.9% 36% False False 53,143
100 93.55 71.50 22.05 28.5% 2.16 2.8% 26% False False 53,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 90.47
2.618 85.51
1.618 82.47
1.000 80.59
0.618 79.43
HIGH 77.55
0.618 76.39
0.500 76.03
0.382 75.67
LOW 74.51
0.618 72.63
1.000 71.47
1.618 69.59
2.618 66.55
4.250 61.59
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 76.88 76.52
PP 76.45 75.73
S1 76.03 74.95

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

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