NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 77.35 77.30 -0.05 -0.1% 76.75
High 77.89 79.63 1.74 2.2% 79.63
Low 76.76 76.92 0.16 0.2% 74.29
Close 77.35 79.43 2.08 2.7% 79.43
Range 1.13 2.71 1.58 139.8% 5.34
ATR 1.60 1.68 0.08 4.9% 0.00
Volume 4,612 14,543 9,931 215.3% 33,605
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.79 85.82 80.92
R3 84.08 83.11 80.18
R2 81.37 81.37 79.93
R1 80.40 80.40 79.68 80.89
PP 78.66 78.66 78.66 78.90
S1 77.69 77.69 79.18 78.18
S2 75.95 75.95 78.93
S3 73.24 74.98 78.68
S4 70.53 72.27 77.94
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.80 91.96 82.37
R3 88.46 86.62 80.90
R2 83.12 83.12 80.41
R1 81.28 81.28 79.92 82.20
PP 77.78 77.78 77.78 78.25
S1 75.94 75.94 78.94 76.86
S2 72.44 72.44 78.45
S3 67.10 70.60 77.96
S4 61.76 65.26 76.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.63 74.29 5.34 6.7% 1.65 2.1% 96% True False 6,721
10 80.08 74.29 5.79 7.3% 1.45 1.8% 89% False False 5,926
20 85.62 74.29 11.33 14.3% 1.40 1.8% 45% False False 5,711
40 85.62 74.29 11.33 14.3% 1.42 1.8% 45% False False 4,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 91.15
2.618 86.72
1.618 84.01
1.000 82.34
0.618 81.30
HIGH 79.63
0.618 78.59
0.500 78.28
0.382 77.96
LOW 76.92
0.618 75.25
1.000 74.21
1.618 72.54
2.618 69.83
4.250 65.40
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 79.05 78.61
PP 78.66 77.78
S1 78.28 76.96

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

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