NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 83.90 82.90 -1.00 -1.2% 81.19
High 84.17 84.40 0.23 0.3% 84.73
Low 83.50 82.26 -1.24 -1.5% 81.19
Close 84.01 82.90 -1.11 -1.3% 82.90
Range 0.67 2.14 1.47 219.4% 3.54
ATR 1.68 1.72 0.03 1.9% 0.00
Volume 8,467 8,904 437 5.2% 39,480
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.61 88.39 84.08
R3 87.47 86.25 83.49
R2 85.33 85.33 83.29
R1 84.11 84.11 83.10 83.97
PP 83.19 83.19 83.19 83.12
S1 81.97 81.97 82.70 81.83
S2 81.05 81.05 82.51
S3 78.91 79.83 82.31
S4 76.77 77.69 81.72
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.56 91.77 84.85
R3 90.02 88.23 83.87
R2 86.48 86.48 83.55
R1 84.69 84.69 83.22 85.59
PP 82.94 82.94 82.94 83.39
S1 81.15 81.15 82.58 82.05
S2 79.40 79.40 82.25
S3 75.86 77.61 81.93
S4 72.32 74.07 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 81.19 3.54 4.3% 1.47 1.8% 48% False False 7,896
10 84.73 78.16 6.57 7.9% 1.67 2.0% 72% False False 8,043
20 84.73 77.11 7.62 9.2% 1.68 2.0% 76% False False 7,073
40 84.73 74.02 10.71 12.9% 1.64 2.0% 83% False False 5,983
60 86.81 72.06 14.75 17.8% 1.77 2.1% 73% False False 5,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.50
2.618 90.00
1.618 87.86
1.000 86.54
0.618 85.72
HIGH 84.40
0.618 83.58
0.500 83.33
0.382 83.08
LOW 82.26
0.618 80.94
1.000 80.12
1.618 78.80
2.618 76.66
4.250 73.17
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 83.33 83.50
PP 83.19 83.30
S1 83.04 83.10

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

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