NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 79.75 77.68 -2.07 -2.6% 76.75
High 79.75 79.55 -0.20 -0.3% 79.63
Low 78.93 77.26 -1.67 -2.1% 74.29
Close 79.51 77.68 -1.83 -2.3% 79.43
Range 0.82 2.29 1.47 179.3% 5.34
ATR 1.62 1.67 0.05 3.0% 0.00
Volume 11,349 8,759 -2,590 -22.8% 33,605
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.03 83.65 78.94
R3 82.74 81.36 78.31
R2 80.45 80.45 78.10
R1 79.07 79.07 77.89 78.83
PP 78.16 78.16 78.16 78.04
S1 76.78 76.78 77.47 76.54
S2 75.87 75.87 77.26
S3 73.58 74.49 77.05
S4 71.29 72.20 76.42
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 7.0% 1.79 2.3% 62% False False 8,775
10 79.75 74.29 5.46 7.0% 1.52 2.0% 62% False False 7,420
20 85.62 74.29 11.33 14.6% 1.39 1.8% 30% False False 6,398
40 85.62 74.29 11.33 14.6% 1.42 1.8% 30% False False 4,682
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.28
2.618 85.55
1.618 83.26
1.000 81.84
0.618 80.97
HIGH 79.55
0.618 78.68
0.500 78.41
0.382 78.13
LOW 77.26
0.618 75.84
1.000 74.97
1.618 73.55
2.618 71.26
4.250 67.53
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 78.41 78.34
PP 78.16 78.12
S1 77.92 77.90

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

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