NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 82.55 85.30 2.75 3.3% 81.61
High 84.49 85.21 0.72 0.9% 82.02
Low 82.55 83.85 1.30 1.6% 79.23
Close 84.15 85.30 1.15 1.4% 82.00
Range 1.94 1.36 -0.58 -29.9% 2.79
ATR 1.65 1.63 -0.02 -1.3% 0.00
Volume 3,209 3,177 -32 -1.0% 18,053
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.87 88.44 86.05
R3 87.51 87.08 85.67
R2 86.15 86.15 85.55
R1 85.72 85.72 85.42 85.98
PP 84.79 84.79 84.79 84.92
S1 84.36 84.36 85.18 84.62
S2 83.43 83.43 85.05
S3 82.07 83.00 84.93
S4 80.71 81.64 84.55
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.45 88.52 83.53
R3 86.66 85.73 82.77
R2 83.87 83.87 82.51
R1 82.94 82.94 82.26 83.41
PP 81.08 81.08 81.08 81.32
S1 80.15 80.15 81.74 80.62
S2 78.29 78.29 81.49
S3 75.50 77.36 81.23
S4 72.71 74.57 80.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.21 79.23 5.98 7.0% 1.58 1.8% 102% True False 3,620
10 85.21 79.23 5.98 7.0% 1.54 1.8% 102% True False 3,531
20 85.21 76.15 9.06 10.6% 1.45 1.7% 101% True False 2,967
Crabel Price Patterns
NR True
NR4 True
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.99
2.618 88.77
1.618 87.41
1.000 86.57
0.618 86.05
HIGH 85.21
0.618 84.69
0.500 84.53
0.382 84.37
LOW 83.85
0.618 83.01
1.000 82.49
1.618 81.65
2.618 80.29
4.250 78.07
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 85.04 84.40
PP 84.79 83.50
S1 84.53 82.61

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

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