NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 73.83 75.06 1.23 1.7% 77.45
High 75.11 76.64 1.53 2.0% 79.07
Low 73.12 74.90 1.78 2.4% 75.51
Close 74.87 76.04 1.17 1.6% 75.88
Range 1.99 1.74 -0.25 -12.6% 3.56
ATR 1.73 1.74 0.00 0.2% 0.00
Volume 19,908 20,274 366 1.8% 72,163
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.08 80.30 77.00
R3 79.34 78.56 76.52
R2 77.60 77.60 76.36
R1 76.82 76.82 76.20 77.21
PP 75.86 75.86 75.86 76.06
S1 75.08 75.08 75.88 75.47
S2 74.12 74.12 75.72
S3 72.38 73.34 75.56
S4 70.64 71.60 75.08
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.50 85.25 77.84
R3 83.94 81.69 76.86
R2 80.38 80.38 76.53
R1 78.13 78.13 76.21 77.48
PP 76.82 76.82 76.82 76.49
S1 74.57 74.57 75.55 73.92
S2 73.26 73.26 75.23
S3 69.70 71.01 74.90
S4 66.14 67.45 73.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.03 73.12 3.91 5.1% 1.65 2.2% 75% False False 15,302
10 79.07 73.12 5.95 7.8% 1.59 2.1% 49% False False 15,535
20 84.73 73.12 11.61 15.3% 1.60 2.1% 25% False False 12,253
40 84.73 73.12 11.61 15.3% 1.70 2.2% 25% False False 9,372
60 84.73 73.12 11.61 15.3% 1.67 2.2% 25% False False 7,870
80 89.50 72.06 17.44 22.9% 1.80 2.4% 23% False False 7,285
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.04
2.618 81.20
1.618 79.46
1.000 78.38
0.618 77.72
HIGH 76.64
0.618 75.98
0.500 75.77
0.382 75.56
LOW 74.90
0.618 73.82
1.000 73.16
1.618 72.08
2.618 70.34
4.250 67.51
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 75.95 75.65
PP 75.86 75.27
S1 75.77 74.88

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

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