NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 84.23 83.05 -1.18 -1.4% 81.75
High 84.30 83.38 -0.92 -1.1% 85.34
Low 83.65 82.39 -1.26 -1.5% 81.75
Close 84.23 83.05 -1.18 -1.4% 83.40
Range 0.65 0.99 0.34 52.3% 3.59
ATR 1.46 1.49 0.03 1.8% 0.00
Volume 5,769 8,580 2,811 48.7% 24,765
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.91 85.47 83.59
R3 84.92 84.48 83.32
R2 83.93 83.93 83.23
R1 83.49 83.49 83.14 83.55
PP 82.94 82.94 82.94 82.97
S1 82.50 82.50 82.96 82.56
S2 81.95 81.95 82.87
S3 80.96 81.51 82.78
S4 79.97 80.52 82.51
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.27 92.42 85.37
R3 90.68 88.83 84.39
R2 87.09 87.09 84.06
R1 85.24 85.24 83.73 86.17
PP 83.50 83.50 83.50 83.96
S1 81.65 81.65 83.07 82.58
S2 79.91 79.91 82.74
S3 76.32 78.06 82.41
S4 72.73 74.47 81.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.34 82.39 2.95 3.6% 0.96 1.2% 22% False True 6,526
10 85.34 78.81 6.53 7.9% 1.29 1.6% 65% False False 5,670
20 85.34 78.00 7.34 8.8% 1.29 1.5% 69% False False 4,442
40 85.34 74.37 10.97 13.2% 1.15 1.4% 79% False False 3,296
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.59
2.618 85.97
1.618 84.98
1.000 84.37
0.618 83.99
HIGH 83.38
0.618 83.00
0.500 82.89
0.382 82.77
LOW 82.39
0.618 81.78
1.000 81.40
1.618 80.79
2.618 79.80
4.250 78.18
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 83.00 83.43
PP 82.94 83.30
S1 82.89 83.18

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

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