NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 77.30 79.75 2.45 3.2% 76.75
High 79.63 79.75 0.12 0.2% 79.63
Low 76.92 78.93 2.01 2.6% 74.29
Close 79.43 79.51 0.08 0.1% 79.43
Range 2.71 0.82 -1.89 -69.7% 5.34
ATR 1.68 1.62 -0.06 -3.7% 0.00
Volume 14,543 11,349 -3,194 -22.0% 33,605
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.86 81.50 79.96
R3 81.04 80.68 79.74
R2 80.22 80.22 79.66
R1 79.86 79.86 79.59 79.63
PP 79.40 79.40 79.40 79.28
S1 79.04 79.04 79.43 78.81
S2 78.58 78.58 79.36
S3 77.76 78.22 79.28
S4 76.94 77.40 79.06
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 79.75 74.29 5.46 6.9% 1.49 1.9% 96% True False 8,135
10 80.08 74.29 5.79 7.3% 1.47 1.8% 90% False False 6,768
20 85.62 74.29 11.33 14.2% 1.35 1.7% 46% False False 6,118
40 85.62 74.29 11.33 14.2% 1.41 1.8% 46% False False 4,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.24
2.618 81.90
1.618 81.08
1.000 80.57
0.618 80.26
HIGH 79.75
0.618 79.44
0.500 79.34
0.382 79.24
LOW 78.93
0.618 78.42
1.000 78.11
1.618 77.60
2.618 76.78
4.250 75.45
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 79.45 79.09
PP 79.40 78.67
S1 79.34 78.26

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

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