NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 82.50 81.96 -0.54 -0.7% 85.26
High 84.26 81.98 -2.28 -2.7% 86.55
Low 81.96 79.70 -2.26 -2.8% 83.42
Close 82.50 79.95 -2.55 -3.1% 84.94
Range 2.30 2.28 -0.02 -0.9% 3.13
ATR 1.68 1.76 0.08 4.8% 0.00
Volume 6,917 10,260 3,343 48.3% 43,310
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.38 85.95 81.20
R3 85.10 83.67 80.58
R2 82.82 82.82 80.37
R1 81.39 81.39 80.16 80.97
PP 80.54 80.54 80.54 80.33
S1 79.11 79.11 79.74 78.69
S2 78.26 78.26 79.53
S3 75.98 76.83 79.32
S4 73.70 74.55 78.70
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 85.94 79.70 6.24 7.8% 1.87 2.3% 4% False True 8,781
10 86.55 79.70 6.85 8.6% 1.61 2.0% 4% False True 8,605
Crabel Price Patterns
NR True
NR4 False
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.67
2.618 87.95
1.618 85.67
1.000 84.26
0.618 83.39
HIGH 81.98
0.618 81.11
0.500 80.84
0.382 80.57
LOW 79.70
0.618 78.29
1.000 77.42
1.618 76.01
2.618 73.73
4.250 70.01
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 80.84 82.80
PP 80.54 81.85
S1 80.25 80.90

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

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