NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 83.93 83.90 -0.03 0.0% 80.81
High 84.73 84.17 -0.56 -0.7% 81.45
Low 83.87 83.50 -0.37 -0.4% 78.16
Close 84.46 84.01 -0.45 -0.5% 81.06
Range 0.86 0.67 -0.19 -22.1% 3.29
ATR 1.74 1.68 -0.06 -3.2% 0.00
Volume 6,928 8,467 1,539 22.2% 40,951
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.90 85.63 84.38
R3 85.23 84.96 84.19
R2 84.56 84.56 84.13
R1 84.29 84.29 84.07 84.43
PP 83.89 83.89 83.89 83.96
S1 83.62 83.62 83.95 83.76
S2 83.22 83.22 83.89
S3 82.55 82.95 83.83
S4 81.88 82.28 83.64
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.09 88.87 82.87
R3 86.80 85.58 81.96
R2 83.51 83.51 81.66
R1 82.29 82.29 81.36 82.90
PP 80.22 80.22 80.22 80.53
S1 79.00 79.00 80.76 79.61
S2 76.93 76.93 80.46
S3 73.64 75.71 80.16
S4 70.35 72.42 79.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 79.12 5.61 6.7% 1.43 1.7% 87% False False 7,723
10 84.73 78.16 6.57 7.8% 1.54 1.8% 89% False False 7,916
20 84.73 77.11 7.62 9.1% 1.63 1.9% 91% False False 6,974
40 84.73 74.02 10.71 12.7% 1.61 1.9% 93% False False 5,944
60 86.81 72.06 14.75 17.6% 1.75 2.1% 81% False False 5,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 87.02
2.618 85.92
1.618 85.25
1.000 84.84
0.618 84.58
HIGH 84.17
0.618 83.91
0.500 83.84
0.382 83.76
LOW 83.50
0.618 83.09
1.000 82.83
1.618 82.42
2.618 81.75
4.250 80.65
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 83.95 84.00
PP 83.89 83.98
S1 83.84 83.97

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

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