NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 76.10 77.02 0.92 1.2% 79.17
High 76.40 76.98 0.58 0.8% 80.88
Low 76.13 75.91 -0.22 -0.3% 78.00
Close 76.10 77.02 0.92 1.2% 77.85
Range 0.27 1.07 0.80 296.3% 2.88
ATR 1.16 1.16 -0.01 -0.6% 0.00
Volume 1,640 4,030 2,390 145.7% 14,487
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.85 79.50 77.61
R3 78.78 78.43 77.31
R2 77.71 77.71 77.22
R1 77.36 77.36 77.12 77.56
PP 76.64 76.64 76.64 76.73
S1 76.29 76.29 76.92 76.49
S2 75.57 75.57 76.82
S3 74.50 75.22 76.73
S4 73.43 74.15 76.43
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 80.64 75.91 4.73 6.1% 0.87 1.1% 23% False True 2,296
10 80.88 75.91 4.97 6.5% 0.87 1.1% 22% False True 3,121
20 86.21 75.91 10.30 13.4% 0.67 0.9% 11% False True 2,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.53
2.618 79.78
1.618 78.71
1.000 78.05
0.618 77.64
HIGH 76.98
0.618 76.57
0.500 76.45
0.382 76.32
LOW 75.91
0.618 75.25
1.000 74.84
1.618 74.18
2.618 73.11
4.250 71.36
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 76.83 76.90
PP 76.64 76.78
S1 76.45 76.67

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

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