NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 85.16 84.05 -1.11 -1.3% 82.55
High 85.16 84.76 -0.40 -0.5% 85.62
Low 83.20 84.05 0.85 1.0% 82.55
Close 83.83 84.67 0.84 1.0% 83.83
Range 1.96 0.71 -1.25 -63.8% 3.07
ATR 1.56 1.52 -0.05 -2.9% 0.00
Volume 3,988 5,243 1,255 31.5% 21,479
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.62 86.36 85.06
R3 85.91 85.65 84.87
R2 85.20 85.20 84.80
R1 84.94 84.94 84.74 85.07
PP 84.49 84.49 84.49 84.56
S1 84.23 84.23 84.60 84.36
S2 83.78 83.78 84.54
S3 83.07 83.52 84.47
S4 82.36 82.81 84.28
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.21 91.59 85.52
R3 90.14 88.52 84.67
R2 87.07 87.07 84.39
R1 85.45 85.45 84.11 86.26
PP 84.00 84.00 84.00 84.41
S1 82.38 82.38 83.55 83.19
S2 80.93 80.93 83.27
S3 77.86 79.31 82.99
S4 74.79 76.24 82.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.62 83.20 2.42 2.9% 1.11 1.3% 61% False False 4,702
10 85.62 79.23 6.39 7.5% 1.39 1.6% 85% False False 4,158
20 85.62 78.40 7.22 8.5% 1.40 1.7% 87% False False 3,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.78
2.618 86.62
1.618 85.91
1.000 85.47
0.618 85.20
HIGH 84.76
0.618 84.49
0.500 84.41
0.382 84.32
LOW 84.05
0.618 83.61
1.000 83.34
1.618 82.90
2.618 82.19
4.250 81.03
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 84.58 84.51
PP 84.49 84.34
S1 84.41 84.18

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

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