NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 82.54 80.36 -2.18 -2.6% 81.19
High 83.55 81.62 -1.93 -2.3% 84.73
Low 81.40 79.90 -1.50 -1.8% 81.19
Close 82.54 80.36 -2.18 -2.6% 82.90
Range 2.15 1.72 -0.43 -20.0% 3.54
ATR 1.71 1.78 0.07 3.9% 0.00
Volume 8,679 8,754 75 0.9% 39,480
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.79 84.79 81.31
R3 84.07 83.07 80.83
R2 82.35 82.35 80.68
R1 81.35 81.35 80.52 81.22
PP 80.63 80.63 80.63 80.56
S1 79.63 79.63 80.20 79.50
S2 78.91 78.91 80.04
S3 77.19 77.91 79.89
S4 75.47 76.19 79.41
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 84.40 79.90 4.50 5.6% 1.49 1.9% 10% False True 9,096
10 84.73 78.60 6.13 7.6% 1.61 2.0% 29% False False 8,796
20 84.73 77.70 7.03 8.7% 1.63 2.0% 38% False False 7,624
40 84.73 74.02 10.71 13.3% 1.65 2.1% 59% False False 6,365
60 84.73 72.06 12.67 15.8% 1.73 2.2% 66% False False 6,016
80 93.29 72.06 21.23 26.4% 1.70 2.1% 39% False False 5,708
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.93
2.618 86.12
1.618 84.40
1.000 83.34
0.618 82.68
HIGH 81.62
0.618 80.96
0.500 80.76
0.382 80.56
LOW 79.90
0.618 78.84
1.000 78.18
1.618 77.12
2.618 75.40
4.250 72.59
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 80.76 81.88
PP 80.63 81.37
S1 80.49 80.87

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

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