NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 78.34 77.97 -0.37 -0.5% 84.23
High 80.65 79.00 -1.65 -2.0% 84.30
Low 78.13 77.60 -0.53 -0.7% 77.60
Close 78.34 77.97 -0.37 -0.5% 77.97
Range 2.52 1.40 -1.12 -44.4% 6.70
ATR 1.64 1.62 -0.02 -1.1% 0.00
Volume 5,445 7,509 2,064 37.9% 32,449
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.39 81.58 78.74
R3 80.99 80.18 78.36
R2 79.59 79.59 78.23
R1 78.78 78.78 78.10 78.67
PP 78.19 78.19 78.19 78.14
S1 77.38 77.38 77.84 77.27
S2 76.79 76.79 77.71
S3 75.39 75.98 77.59
S4 73.99 74.58 77.20
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.06 95.71 81.66
R3 93.36 89.01 79.81
R2 86.66 86.66 79.20
R1 82.31 82.31 78.58 81.14
PP 79.96 79.96 79.96 79.37
S1 75.61 75.61 77.36 74.44
S2 73.26 73.26 76.74
S3 66.56 68.91 76.13
S4 59.86 62.21 74.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.30 77.60 6.70 8.6% 1.45 1.9% 6% False True 6,489
10 85.34 77.60 7.74 9.9% 1.40 1.8% 5% False True 5,721
20 85.34 77.60 7.74 9.9% 1.37 1.8% 5% False True 5,069
40 85.34 74.37 10.97 14.1% 1.24 1.6% 33% False False 3,595
60 85.34 72.76 12.58 16.1% 1.20 1.5% 41% False False 3,391
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.95
2.618 82.67
1.618 81.27
1.000 80.40
0.618 79.87
HIGH 79.00
0.618 78.47
0.500 78.30
0.382 78.13
LOW 77.60
0.618 76.73
1.000 76.20
1.618 75.33
2.618 73.93
4.250 71.65
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 78.30 79.95
PP 78.19 79.29
S1 78.08 78.63

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

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