NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 76.45 76.92 0.47 0.6% 77.95
High 77.37 77.06 -0.31 -0.4% 79.57
Low 76.12 75.47 -0.65 -0.9% 76.12
Close 76.45 75.78 -0.67 -0.9% 76.45
Range 1.25 1.59 0.34 27.2% 3.45
ATR 1.55 1.55 0.00 0.2% 0.00
Volume 5,970 6,045 75 1.3% 30,507
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.87 79.92 76.65
R3 79.28 78.33 76.22
R2 77.69 77.69 76.07
R1 76.74 76.74 75.93 76.42
PP 76.10 76.10 76.10 75.95
S1 75.15 75.15 75.63 74.83
S2 74.51 74.51 75.49
S3 72.92 73.56 75.34
S4 71.33 71.97 74.91
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.73 85.54 78.35
R3 84.28 82.09 77.40
R2 80.83 80.83 77.08
R1 78.64 78.64 76.77 78.01
PP 77.38 77.38 77.38 77.07
S1 75.19 75.19 76.13 74.56
S2 73.93 73.93 75.82
S3 70.48 71.74 75.50
S4 67.03 68.29 74.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.57 75.47 4.10 5.4% 1.45 1.9% 8% False True 6,750
10 83.38 75.47 7.91 10.4% 1.48 1.9% 4% False True 6,323
20 85.34 75.47 9.87 13.0% 1.45 1.9% 3% False True 5,735
40 85.34 74.37 10.97 14.5% 1.30 1.7% 13% False False 4,232
60 85.34 74.37 10.97 14.5% 1.20 1.6% 13% False False 3,666
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 0.27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.82
2.618 81.22
1.618 79.63
1.000 78.65
0.618 78.04
HIGH 77.06
0.618 76.45
0.500 76.27
0.382 76.08
LOW 75.47
0.618 74.49
1.000 73.88
1.618 72.90
2.618 71.31
4.250 68.71
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 76.27 76.99
PP 76.10 76.59
S1 75.94 76.18

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

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