NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 74.60 74.89 0.29 0.4% 77.95
High 75.50 75.70 0.20 0.3% 79.57
Low 74.49 73.76 -0.73 -1.0% 76.12
Close 74.60 75.51 0.91 1.2% 76.45
Range 1.01 1.94 0.93 92.1% 3.45
ATR 1.54 1.56 0.03 1.9% 0.00
Volume 5,979 6,900 921 15.4% 30,507
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.81 80.10 76.58
R3 78.87 78.16 76.04
R2 76.93 76.93 75.87
R1 76.22 76.22 75.69 76.58
PP 74.99 74.99 74.99 75.17
S1 74.28 74.28 75.33 74.64
S2 73.05 73.05 75.15
S3 71.11 72.34 74.98
S4 69.17 70.40 74.44
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 78.51 73.76 4.75 6.3% 1.45 1.9% 37% False True 6,782
10 80.65 73.76 6.89 9.1% 1.51 2.0% 25% False True 6,238
20 85.34 73.76 11.58 15.3% 1.43 1.9% 15% False True 5,969
40 85.34 73.76 11.58 15.3% 1.36 1.8% 15% False True 4,436
60 85.34 73.76 11.58 15.3% 1.23 1.6% 15% False True 3,822
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.95
2.618 80.78
1.618 78.84
1.000 77.64
0.618 76.90
HIGH 75.70
0.618 74.96
0.500 74.73
0.382 74.50
LOW 73.76
0.618 72.56
1.000 71.82
1.618 70.62
2.618 68.68
4.250 65.52
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 75.25 75.48
PP 74.99 75.44
S1 74.73 75.41

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

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