NYMEX Light Sweet Crude Oil Future April 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 79.98 79.01 -0.97 -1.2% 76.79
High 79.77 79.92 0.15 0.2% 80.13
Low 79.65 77.94 -1.71 -2.1% 74.98
Close 79.98 78.14 -1.84 -2.3% 79.90
Range 0.12 1.98 1.86 1,550.0% 5.15
ATR 1.15 1.22 0.06 5.5% 0.00
Volume 5,691 3,723 -1,968 -34.6% 16,874
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.61 83.35 79.23
R3 82.63 81.37 78.68
R2 80.65 80.65 78.50
R1 79.39 79.39 78.32 79.03
PP 78.67 78.67 78.67 78.49
S1 77.41 77.41 77.96 77.05
S2 76.69 76.69 77.78
S3 74.71 75.43 77.60
S4 72.73 73.45 77.05
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 6.6% 0.99 1.3% 61% False False 4,446
10 80.21 74.98 5.23 6.7% 0.90 1.2% 60% False False 3,607
20 85.70 74.98 10.72 13.7% 0.77 1.0% 29% False False 3,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 88.34
2.618 85.10
1.618 83.12
1.000 81.90
0.618 81.14
HIGH 79.92
0.618 79.16
0.500 78.93
0.382 78.70
LOW 77.94
0.618 76.72
1.000 75.96
1.618 74.74
2.618 72.76
4.250 69.53
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 78.93 79.04
PP 78.67 78.74
S1 78.40 78.44

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

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