NYMEX Light Sweet Crude Oil Future April 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 79.90 79.98 0.08 0.1% 76.79
High 80.13 79.77 -0.36 -0.4% 80.13
Low 78.28 79.65 1.37 1.8% 74.98
Close 79.90 79.98 0.08 0.1% 79.90
Range 1.85 0.12 -1.73 -93.5% 5.15
ATR 1.22 1.15 -0.07 -5.7% 0.00
Volume 6,325 5,691 -634 -10.0% 16,874
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.16 80.19 80.05
R3 80.04 80.07 80.01
R2 79.92 79.92 80.00
R1 79.95 79.95 79.99 80.04
PP 79.80 79.80 79.80 79.85
S1 79.83 79.83 79.97 79.92
S2 79.68 79.68 79.96
S3 79.56 79.71 79.95
S4 79.44 79.59 79.91
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% 0.67 0.8% 97% False False 4,056
10 80.46 74.98 5.48 6.9% 0.87 1.1% 91% False False 3,352
20 85.70 74.98 10.72 13.4% 0.70 0.9% 47% False False 3,340
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 80.28
2.618 80.08
1.618 79.96
1.000 79.89
0.618 79.84
HIGH 79.77
0.618 79.72
0.500 79.71
0.382 79.70
LOW 79.65
0.618 79.58
1.000 79.53
1.618 79.46
2.618 79.34
4.250 79.14
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 79.89 79.63
PP 79.80 79.27
S1 79.71 78.92

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

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