NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 84.54 85.65 1.11 1.3% 81.98
High 84.58 85.65 1.07 1.3% 82.43
Low 83.84 84.91 1.07 1.3% 80.25
Close 84.54 85.65 1.11 1.3% 82.43
Range 0.74 0.74 0.00 0.0% 2.18
ATR 0.00 1.08 1.08 0.00
Volume 889 1,600 711 80.0% 6,828
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.62 87.38 86.06
R3 86.88 86.64 85.85
R2 86.14 86.14 85.79
R1 85.90 85.90 85.72 86.02
PP 85.40 85.40 85.40 85.47
S1 85.16 85.16 85.58 85.28
S2 84.66 84.66 85.51
S3 83.92 84.42 85.45
S4 83.18 83.68 85.24
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.24 87.52 83.63
R3 86.06 85.34 83.03
R2 83.88 83.88 82.83
R1 83.16 83.16 82.63 83.52
PP 81.70 81.70 81.70 81.89
S1 80.98 80.98 82.23 81.34
S2 79.52 79.52 82.03
S3 77.34 78.80 81.83
S4 75.16 76.62 81.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.65 80.25 5.40 6.3% 0.42 0.5% 100% True False 1,298
10 85.65 79.64 6.01 7.0% 0.55 0.6% 100% True False 1,658
Crabel Price Patterns
NR False
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 0.05
Fibonacci Retracements and Extensions
4.250 88.80
2.618 87.59
1.618 86.85
1.000 86.39
0.618 86.11
HIGH 85.65
0.618 85.37
0.500 85.28
0.382 85.19
LOW 84.91
0.618 84.45
1.000 84.17
1.618 83.71
2.618 82.97
4.250 81.77
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 85.53 85.11
PP 85.40 84.58
S1 85.28 84.04

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

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