NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 79.13 79.30 0.17 0.2% 84.05
High 79.42 79.30 -0.12 -0.2% 84.76
Low 78.12 77.59 -0.53 -0.7% 78.00
Close 79.13 77.84 -1.29 -1.6% 78.38
Range 1.30 1.71 0.41 31.5% 6.76
ATR 1.59 1.60 0.01 0.5% 0.00
Volume 10,074 4,732 -5,342 -53.0% 33,490
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.37 82.32 78.78
R3 81.66 80.61 78.31
R2 79.95 79.95 78.15
R1 78.90 78.90 78.00 78.57
PP 78.24 78.24 78.24 78.08
S1 77.19 77.19 77.68 76.86
S2 76.53 76.53 77.53
S3 74.82 75.48 77.37
S4 73.11 73.77 76.90
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 80.08 77.59 2.49 3.2% 1.32 1.7% 10% False True 5,708
10 85.16 77.59 7.57 9.7% 1.41 1.8% 3% False True 5,746
20 85.62 77.59 8.03 10.3% 1.37 1.8% 3% False True 4,857
40 85.62 74.92 10.70 13.7% 1.43 1.8% 27% False False 3,726
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.57
2.618 83.78
1.618 82.07
1.000 81.01
0.618 80.36
HIGH 79.30
0.618 78.65
0.500 78.45
0.382 78.24
LOW 77.59
0.618 76.53
1.000 75.88
1.618 74.82
2.618 73.11
4.250 70.32
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 78.45 78.84
PP 78.24 78.50
S1 78.04 78.17

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

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