NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 78.59 77.45 -1.14 -1.5% 83.11
High 78.72 78.00 -0.72 -0.9% 83.86
Low 77.14 77.09 -0.05 -0.1% 77.14
Close 77.49 77.45 -0.04 -0.1% 77.49
Range 1.58 0.91 -0.67 -42.4% 6.72
ATR 1.82 1.75 -0.06 -3.6% 0.00
Volume 19,360 6,525 -12,835 -66.3% 61,561
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.24 79.76 77.95
R3 79.33 78.85 77.70
R2 78.42 78.42 77.62
R1 77.94 77.94 77.53 77.91
PP 77.51 77.51 77.51 77.50
S1 77.03 77.03 77.37 77.00
S2 76.60 76.60 77.28
S3 75.69 76.12 77.20
S4 74.78 75.21 76.95
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 99.66 95.29 81.19
R3 92.94 88.57 79.34
R2 86.22 86.22 78.72
R1 81.85 81.85 78.11 80.68
PP 79.50 79.50 79.50 78.91
S1 75.13 75.13 76.87 73.96
S2 72.78 72.78 76.26
S3 66.06 68.41 75.64
S4 59.34 61.69 73.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.55 77.09 6.46 8.3% 1.72 2.2% 6% False True 11,481
10 84.73 77.09 7.64 9.9% 1.44 1.9% 5% False True 10,129
20 84.73 77.09 7.64 9.9% 1.62 2.1% 5% False True 8,967
40 84.73 74.02 10.71 13.8% 1.68 2.2% 32% False False 6,942
60 84.73 72.06 12.67 16.4% 1.68 2.2% 43% False False 6,427
80 93.29 72.06 21.23 27.4% 1.73 2.2% 25% False False 6,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.87
2.618 80.38
1.618 79.47
1.000 78.91
0.618 78.56
HIGH 78.00
0.618 77.65
0.500 77.55
0.382 77.44
LOW 77.09
0.618 76.53
1.000 76.18
1.618 75.62
2.618 74.71
4.250 73.22
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 77.55 78.54
PP 77.51 78.17
S1 77.48 77.81

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

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