NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 85.83 84.72 -1.11 -1.3% 85.26
High 85.87 85.89 0.02 0.0% 86.55
Low 85.10 83.52 -1.58 -1.9% 83.42
Close 85.83 84.72 -1.11 -1.3% 84.94
Range 0.77 2.37 1.60 207.8% 3.13
ATR 1.54 1.60 0.06 3.9% 0.00
Volume 10,237 9,202 -1,035 -10.1% 43,310
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.82 90.64 86.02
R3 89.45 88.27 85.37
R2 87.08 87.08 85.15
R1 85.90 85.90 84.94 85.91
PP 84.71 84.71 84.71 84.71
S1 83.53 83.53 84.50 83.54
S2 82.34 82.34 84.29
S3 79.97 81.16 84.07
S4 77.60 78.79 83.42
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.36 92.78 86.66
R3 91.23 89.65 85.80
R2 88.10 88.10 85.51
R1 86.52 86.52 85.23 85.75
PP 84.97 84.97 84.97 84.58
S1 83.39 83.39 84.65 82.62
S2 81.84 81.84 84.37
S3 78.71 80.26 84.08
S4 75.58 77.13 83.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.55 83.52 3.03 3.6% 1.22 1.4% 40% False True 9,390
10 86.55 80.61 5.94 7.0% 1.46 1.7% 69% False False 8,105
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 0.40
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.96
2.618 92.09
1.618 89.72
1.000 88.26
0.618 87.35
HIGH 85.89
0.618 84.98
0.500 84.71
0.382 84.43
LOW 83.52
0.618 82.06
1.000 81.15
1.618 79.69
2.618 77.32
4.250 73.45
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 84.72 84.73
PP 84.71 84.73
S1 84.71 84.72

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

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