NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 75.06 75.75 0.69 0.9% 76.00
High 76.64 78.40 1.76 2.3% 78.40
Low 74.90 75.52 0.62 0.8% 73.12
Close 76.04 78.15 2.11 2.8% 78.15
Range 1.74 2.88 1.14 65.5% 5.28
ATR 1.74 1.82 0.08 4.7% 0.00
Volume 20,274 29,420 9,146 45.1% 93,254
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.00 84.95 79.73
R3 83.12 82.07 78.94
R2 80.24 80.24 78.68
R1 79.19 79.19 78.41 79.72
PP 77.36 77.36 77.36 77.62
S1 76.31 76.31 77.89 76.84
S2 74.48 74.48 77.62
S3 71.60 73.43 77.36
S4 68.72 70.55 76.57
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.40 90.55 81.05
R3 87.12 85.27 79.60
R2 81.84 81.84 79.12
R1 79.99 79.99 78.63 80.92
PP 76.56 76.56 76.56 77.02
S1 74.71 74.71 77.67 75.64
S2 71.28 71.28 77.18
S3 66.00 69.43 76.70
S4 60.72 64.15 75.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.40 73.12 5.28 6.8% 1.92 2.5% 95% True False 18,650
10 79.07 73.12 5.95 7.6% 1.72 2.2% 85% False False 16,541
20 84.73 73.12 11.61 14.9% 1.65 2.1% 43% False False 13,322
40 84.73 73.12 11.61 14.9% 1.69 2.2% 43% False False 9,980
60 84.73 73.12 11.61 14.9% 1.70 2.2% 43% False False 8,293
80 87.07 72.06 15.01 19.2% 1.80 2.3% 41% False False 7,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 40 trading days
Fibonacci Retracements and Extensions
4.250 90.64
2.618 85.94
1.618 83.06
1.000 81.28
0.618 80.18
HIGH 78.40
0.618 77.30
0.500 76.96
0.382 76.62
LOW 75.52
0.618 73.74
1.000 72.64
1.618 70.86
2.618 67.98
4.250 63.28
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 77.75 77.35
PP 77.36 76.56
S1 76.96 75.76

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

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