NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 85.90 85.76 -0.14 -0.2% 82.69
High 86.55 85.82 -0.73 -0.8% 83.23
Low 85.81 85.26 -0.55 -0.6% 80.61
Close 86.20 85.74 -0.46 -0.5% 83.22
Range 0.74 0.56 -0.18 -24.3% 2.62
ATR
Volume 11,370 8,853 -2,517 -22.1% 28,302
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.29 87.07 86.05
R3 86.73 86.51 85.89
R2 86.17 86.17 85.84
R1 85.95 85.95 85.79 85.78
PP 85.61 85.61 85.61 85.52
S1 85.39 85.39 85.69 85.22
S2 85.05 85.05 85.64
S3 84.49 84.83 85.59
S4 83.93 84.27 85.43
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.21 89.34 84.66
R3 87.59 86.72 83.94
R2 84.97 84.97 83.70
R1 84.10 84.10 83.46 84.54
PP 82.35 82.35 82.35 82.57
S1 81.48 81.48 82.98 81.92
S2 79.73 79.73 82.74
S3 77.11 78.86 82.50
S4 74.49 76.24 81.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.55 81.24 5.31 6.2% 1.35 1.6% 85% False False 8,430
10 86.55 80.61 5.94 6.9% 1.44 1.7% 86% False False 6,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 88.20
2.618 87.29
1.618 86.73
1.000 86.38
0.618 86.17
HIGH 85.82
0.618 85.61
0.500 85.54
0.382 85.47
LOW 85.26
0.618 84.91
1.000 84.70
1.618 84.35
2.618 83.79
4.250 82.88
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 85.67 85.79
PP 85.61 85.77
S1 85.54 85.76

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

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