NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 78.37 79.52 1.15 1.5% 84.05
High 78.82 80.08 1.26 1.6% 84.76
Low 78.16 78.37 0.21 0.3% 78.00
Close 78.37 79.52 1.15 1.5% 78.38
Range 0.66 1.71 1.05 159.1% 6.76
ATR 1.60 1.61 0.01 0.5% 0.00
Volume 2,930 2,247 -683 -23.3% 33,490
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.45 83.70 80.46
R3 82.74 81.99 79.99
R2 81.03 81.03 79.83
R1 80.28 80.28 79.68 80.38
PP 79.32 79.32 79.32 79.37
S1 78.57 78.57 79.36 78.67
S2 77.61 77.61 79.21
S3 75.90 76.86 79.05
S4 74.19 75.15 78.58
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 82.57 78.00 4.57 5.7% 1.48 1.9% 33% False False 5,136
10 85.62 78.00 7.62 9.6% 1.26 1.6% 20% False False 5,376
20 85.62 78.00 7.62 9.6% 1.40 1.8% 20% False False 4,453
40 85.62 74.92 10.70 13.5% 1.43 1.8% 43% False False 3,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.35
2.618 84.56
1.618 82.85
1.000 81.79
0.618 81.14
HIGH 80.08
0.618 79.43
0.500 79.23
0.382 79.02
LOW 78.37
0.618 77.31
1.000 76.66
1.618 75.60
2.618 73.89
4.250 71.10
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 79.42 79.36
PP 79.32 79.20
S1 79.23 79.04

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

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