NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 78.76 78.38 -0.38 -0.5% 84.05
High 80.82 79.20 -1.62 -2.0% 84.76
Low 78.60 78.00 -0.60 -0.8% 78.00
Close 78.76 78.38 -0.38 -0.5% 78.38
Range 2.22 1.20 -1.02 -45.9% 6.76
ATR 1.71 1.67 -0.04 -2.1% 0.00
Volume 6,593 8,559 1,966 29.8% 33,490
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.13 81.45 79.04
R3 80.93 80.25 78.71
R2 79.73 79.73 78.60
R1 79.05 79.05 78.49 78.98
PP 78.53 78.53 78.53 78.49
S1 77.85 77.85 78.27 77.78
S2 77.33 77.33 78.16
S3 76.13 76.65 78.05
S4 74.93 75.45 77.72
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.66 96.28 82.10
R3 93.90 89.52 80.24
R2 87.14 87.14 79.62
R1 82.76 82.76 79.00 81.57
PP 80.38 80.38 80.38 79.79
S1 76.00 76.00 77.76 74.81
S2 73.62 73.62 77.14
S3 66.86 69.24 76.52
S4 60.10 62.48 74.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.76 78.00 6.76 8.6% 1.36 1.7% 6% False True 6,698
10 85.62 78.00 7.62 9.7% 1.36 1.7% 5% False True 5,496
20 85.62 78.00 7.62 9.7% 1.46 1.9% 5% False True 4,366
40 85.62 74.92 10.70 13.7% 1.42 1.8% 32% False False 3,435
Crabel Price Patterns
NR True
NR4 False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.30
2.618 82.34
1.618 81.14
1.000 80.40
0.618 79.94
HIGH 79.20
0.618 78.74
0.500 78.60
0.382 78.46
LOW 78.00
0.618 77.26
1.000 76.80
1.618 76.06
2.618 74.86
4.250 72.90
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 78.60 80.29
PP 78.53 79.65
S1 78.45 79.02

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

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