NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 76.06 77.35 1.29 1.7% 78.37
High 76.27 77.89 1.62 2.1% 80.08
Low 74.29 76.76 2.47 3.3% 76.64
Close 76.06 77.35 1.29 1.7% 76.96
Range 1.98 1.13 -0.85 -42.9% 3.44
ATR 1.58 1.60 0.02 1.1% 0.00
Volume 4,612 4,612 0 0.0% 25,664
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.72 80.17 77.97
R3 79.59 79.04 77.66
R2 78.46 78.46 77.56
R1 77.91 77.91 77.45 77.92
PP 77.33 77.33 77.33 77.34
S1 76.78 76.78 77.25 76.79
S2 76.20 76.20 77.14
S3 75.07 75.65 77.04
S4 73.94 74.52 76.73
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.21 86.03 78.85
R3 84.77 82.59 77.91
R2 81.33 81.33 77.59
R1 79.15 79.15 77.28 78.52
PP 77.89 77.89 77.89 77.58
S1 75.71 75.71 76.64 75.08
S2 74.45 74.45 76.33
S3 71.01 72.27 76.01
S4 67.57 68.83 75.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.89 74.29 3.60 4.7% 1.28 1.7% 85% True False 4,948
10 80.08 74.29 5.79 7.5% 1.30 1.7% 53% False False 5,328
20 85.62 74.29 11.33 14.6% 1.37 1.8% 27% False False 5,141
40 85.62 74.29 11.33 14.6% 1.42 1.8% 27% False False 4,045
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.69
2.618 80.85
1.618 79.72
1.000 79.02
0.618 78.59
HIGH 77.89
0.618 77.46
0.500 77.33
0.382 77.19
LOW 76.76
0.618 76.06
1.000 75.63
1.618 74.93
2.618 73.80
4.250 71.96
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 77.34 76.93
PP 77.33 76.51
S1 77.33 76.09

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

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