NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 77.45 78.45 1.00 1.3% 83.11
High 78.00 79.07 1.07 1.4% 83.86
Low 77.09 77.44 0.35 0.5% 77.14
Close 77.45 78.45 1.00 1.3% 77.49
Range 0.91 1.63 0.72 79.1% 6.72
ATR 1.75 1.74 -0.01 -0.5% 0.00
Volume 6,525 7,690 1,165 17.9% 61,561
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.21 82.46 79.35
R3 81.58 80.83 78.90
R2 79.95 79.95 78.75
R1 79.20 79.20 78.60 79.27
PP 78.32 78.32 78.32 78.35
S1 77.57 77.57 78.30 77.64
S2 76.69 76.69 78.15
S3 75.06 75.94 78.00
S4 73.43 74.31 77.55
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 81.62 77.09 4.53 5.8% 1.62 2.1% 30% False False 11,283
10 84.73 77.09 7.64 9.7% 1.47 1.9% 18% False False 10,007
20 84.73 77.09 7.64 9.7% 1.63 2.1% 18% False False 9,200
40 84.73 74.02 10.71 13.7% 1.68 2.1% 41% False False 7,065
60 84.73 72.06 12.67 16.2% 1.69 2.1% 50% False False 6,413
80 93.29 72.06 21.23 27.1% 1.75 2.2% 30% False False 6,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.00
2.618 83.34
1.618 81.71
1.000 80.70
0.618 80.08
HIGH 79.07
0.618 78.45
0.500 78.26
0.382 78.06
LOW 77.44
0.618 76.43
1.000 75.81
1.618 74.80
2.618 73.17
4.250 70.51
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 78.39 78.33
PP 78.32 78.20
S1 78.26 78.08

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

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