NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 76.92 74.60 -2.32 -3.0% 77.95
High 77.06 75.50 -1.56 -2.0% 79.57
Low 75.47 74.49 -0.98 -1.3% 76.12
Close 75.78 74.60 -1.18 -1.6% 76.45
Range 1.59 1.01 -0.58 -36.5% 3.45
ATR 1.55 1.54 -0.02 -1.2% 0.00
Volume 6,045 5,979 -66 -1.1% 30,507
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 77.89 77.26 75.16
R3 76.88 76.25 74.88
R2 75.87 75.87 74.79
R1 75.24 75.24 74.69 75.11
PP 74.86 74.86 74.86 74.80
S1 74.23 74.23 74.51 74.10
S2 73.85 73.85 74.41
S3 72.84 73.22 74.32
S4 71.83 72.21 74.04
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 78.89 74.49 4.40 5.9% 1.34 1.8% 3% False True 7,362
10 82.30 74.49 7.81 10.5% 1.48 2.0% 1% False True 6,063
20 85.34 74.49 10.85 14.5% 1.38 1.9% 1% False True 5,866
40 85.34 74.37 10.97 14.7% 1.32 1.8% 2% False False 4,313
60 85.34 74.37 10.97 14.7% 1.20 1.6% 2% False False 3,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.79
2.618 78.14
1.618 77.13
1.000 76.51
0.618 76.12
HIGH 75.50
0.618 75.11
0.500 75.00
0.382 74.88
LOW 74.49
0.618 73.87
1.000 73.48
1.618 72.86
2.618 71.85
4.250 70.20
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 75.00 75.93
PP 74.86 75.49
S1 74.73 75.04

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

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