NYMEX Light Sweet Crude Oil Future April 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 77.86 79.90 2.04 2.6% 76.79
High 78.00 80.13 2.13 2.7% 80.13
Low 77.70 78.28 0.58 0.7% 74.98
Close 77.86 79.90 2.04 2.6% 79.90
Range 0.30 1.85 1.55 516.7% 5.15
ATR 1.14 1.22 0.08 7.0% 0.00
Volume 2,252 6,325 4,073 180.9% 16,874
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.99 84.29 80.92
R3 83.14 82.44 80.41
R2 81.29 81.29 80.24
R1 80.59 80.59 80.07 80.83
PP 79.44 79.44 79.44 79.55
S1 78.74 78.74 79.73 78.98
S2 77.59 77.59 79.56
S3 75.74 76.89 79.39
S4 73.89 75.04 78.88
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.79 91.99 82.73
R3 88.64 86.84 81.32
R2 83.49 83.49 80.84
R1 81.69 81.69 80.37 82.59
PP 78.34 78.34 78.34 78.79
S1 76.54 76.54 79.43 77.44
S2 73.19 73.19 78.96
S3 68.04 71.39 78.48
S4 62.89 66.24 77.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.13 74.98 5.15 6.4% 0.71 0.9% 96% True False 3,374
10 80.46 74.98 5.48 6.9% 0.93 1.2% 90% False False 2,998
20 85.70 74.98 10.72 13.4% 0.73 0.9% 46% False False 3,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.99
2.618 84.97
1.618 83.12
1.000 81.98
0.618 81.27
HIGH 80.13
0.618 79.42
0.500 79.21
0.382 78.99
LOW 78.28
0.618 77.14
1.000 76.43
1.618 75.29
2.618 73.44
4.250 70.42
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 79.67 79.12
PP 79.44 78.34
S1 79.21 77.56

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

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