NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 78.73 77.85 -0.88 -1.1% 79.17
High 80.64 78.56 -2.08 -2.6% 80.88
Low 78.46 78.00 -0.46 -0.6% 78.00
Close 78.73 77.85 -0.88 -1.1% 77.85
Range 2.18 0.56 -1.62 -74.3% 2.88
ATR 1.24 1.20 -0.04 -2.9% 0.00
Volume 1,815 2,145 330 18.2% 14,487
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.82 79.39 78.16
R3 79.26 78.83 78.00
R2 78.70 78.70 77.95
R1 78.27 78.27 77.90 78.13
PP 78.14 78.14 78.14 78.07
S1 77.71 77.71 77.80 77.57
S2 77.58 77.58 77.75
S3 77.02 77.15 77.70
S4 76.46 76.59 77.54
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.55 85.58 79.43
R3 84.67 82.70 78.64
R2 81.79 81.79 78.38
R1 79.82 79.82 78.11 79.37
PP 78.91 78.91 78.91 78.68
S1 76.94 76.94 77.59 76.49
S2 76.03 76.03 77.32
S3 73.15 74.06 77.06
S4 70.27 71.18 76.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.88 78.00 2.88 3.7% 0.91 1.2% -5% False True 2,897
10 85.46 78.00 7.46 9.6% 0.90 1.2% -2% False True 3,137
20 86.21 78.00 8.21 10.5% 0.66 0.8% -2% False True 2,170
Crabel Price Patterns
NR True
NR4 True
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 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.94
2.618 80.03
1.618 79.47
1.000 79.12
0.618 78.91
HIGH 78.56
0.618 78.35
0.500 78.28
0.382 78.21
LOW 78.00
0.618 77.65
1.000 77.44
1.618 77.09
2.618 76.53
4.250 75.62
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 78.28 79.32
PP 78.14 78.83
S1 77.99 78.34

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

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