NYMEX Light Sweet Crude Oil Future April 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 76.55 77.86 1.31 1.7% 79.25
High 75.70 78.00 2.30 3.0% 80.46
Low 74.98 77.70 2.72 3.6% 77.24
Close 76.55 77.86 1.31 1.7% 77.42
Range 0.72 0.30 -0.42 -58.3% 3.22
ATR 1.12 1.14 0.02 2.1% 0.00
Volume 4,239 2,252 -1,987 -46.9% 13,113
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 78.75 78.61 78.03
R3 78.45 78.31 77.94
R2 78.15 78.15 77.92
R1 78.01 78.01 77.89 78.01
PP 77.85 77.85 77.85 77.86
S1 77.71 77.71 77.83 77.71
S2 77.55 77.55 77.81
S3 77.25 77.41 77.78
S4 76.95 77.11 77.70
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.03 85.95 79.19
R3 84.81 82.73 78.31
R2 81.59 81.59 78.01
R1 79.51 79.51 77.72 78.94
PP 78.37 78.37 78.37 78.09
S1 76.29 76.29 77.12 75.72
S2 75.15 75.15 76.83
S3 71.93 73.07 76.53
S4 68.71 69.85 75.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 74.98 3.02 3.9% 0.43 0.5% 95% True False 2,500
10 80.46 74.98 5.48 7.0% 0.81 1.0% 53% False False 3,258
20 85.70 74.98 10.72 13.8% 0.64 0.8% 27% False False 2,855
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 0.03
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.28
2.618 78.79
1.618 78.49
1.000 78.30
0.618 78.19
HIGH 78.00
0.618 77.89
0.500 77.85
0.382 77.81
LOW 77.70
0.618 77.51
1.000 77.40
1.618 77.21
2.618 76.91
4.250 76.43
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 77.86 77.40
PP 77.85 76.95
S1 77.85 76.49

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

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