NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 79.55 80.29 0.74 0.9% 85.83
High 81.45 80.75 -0.70 -0.9% 85.89
Low 79.55 79.36 -0.19 -0.2% 79.17
Close 80.82 80.47 -0.35 -0.4% 79.57
Range 1.90 1.39 -0.51 -26.8% 6.72
ATR 1.69 1.67 -0.02 -1.0% 0.00
Volume 4,983 14,055 9,072 182.1% 49,156
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.36 83.81 81.23
R3 82.97 82.42 80.85
R2 81.58 81.58 80.72
R1 81.03 81.03 80.60 81.31
PP 80.19 80.19 80.19 80.33
S1 79.64 79.64 80.34 79.92
S2 78.80 78.80 80.22
S3 77.41 78.25 80.09
S4 76.02 76.86 79.71
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 101.70 97.36 83.27
R3 94.98 90.64 81.42
R2 88.26 88.26 80.80
R1 83.92 83.92 80.19 82.73
PP 81.54 81.54 81.54 80.95
S1 77.20 77.20 78.95 76.01
S2 74.82 74.82 78.34
S3 68.10 70.48 77.72
S4 61.38 63.76 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.98 79.17 2.81 3.5% 1.56 1.9% 46% False False 9,344
10 85.94 79.17 6.77 8.4% 1.54 1.9% 19% False False 8,922
20 86.55 79.17 7.38 9.2% 1.59 2.0% 18% False False 7,841
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.66
2.618 84.39
1.618 83.00
1.000 82.14
0.618 81.61
HIGH 80.75
0.618 80.22
0.500 80.06
0.382 79.89
LOW 79.36
0.618 78.50
1.000 77.97
1.618 77.11
2.618 75.72
4.250 73.45
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 80.33 80.45
PP 80.19 80.43
S1 80.06 80.41

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

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