NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 80.87 78.34 -2.53 -3.1% 81.75
High 82.30 80.65 -1.65 -2.0% 85.34
Low 80.63 78.13 -2.50 -3.1% 81.75
Close 80.87 78.34 -2.53 -3.1% 83.40
Range 1.67 2.52 0.85 50.9% 3.59
ATR 1.56 1.64 0.08 5.4% 0.00
Volume 5,146 5,445 299 5.8% 24,765
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.60 84.99 79.73
R3 84.08 82.47 79.03
R2 81.56 81.56 78.80
R1 79.95 79.95 78.57 79.60
PP 79.04 79.04 79.04 78.87
S1 77.43 77.43 78.11 77.08
S2 76.52 76.52 77.88
S3 74.00 74.91 77.65
S4 71.48 72.39 76.95
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 84.46 78.13 6.33 8.1% 1.50 1.9% 3% False True 6,087
10 85.34 78.13 7.21 9.2% 1.39 1.8% 3% False True 5,409
20 85.34 78.00 7.34 9.4% 1.37 1.7% 5% False False 4,779
40 85.34 74.37 10.97 14.0% 1.21 1.5% 36% False False 3,465
60 85.34 72.76 12.58 16.1% 1.19 1.5% 44% False False 3,308
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 0.21
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 91.36
2.618 87.25
1.618 84.73
1.000 83.17
0.618 82.21
HIGH 80.65
0.618 79.69
0.500 79.39
0.382 79.09
LOW 78.13
0.618 76.57
1.000 75.61
1.618 74.05
2.618 71.53
4.250 67.42
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 79.39 80.76
PP 79.04 79.95
S1 78.69 79.15

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

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