NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 77.48 80.78 3.30 4.3% 77.66
High 79.27 80.99 1.72 2.2% 80.99
Low 77.46 78.44 0.98 1.3% 75.70
Close 78.79 80.78 1.99 2.5% 80.78
Range 1.81 2.55 0.74 40.9% 5.29
ATR 1.63 1.70 0.07 4.0% 0.00
Volume 9,938 15,116 5,178 52.1% 47,079
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.72 86.80 82.18
R3 85.17 84.25 81.48
R2 82.62 82.62 81.25
R1 81.70 81.70 81.01 82.06
PP 80.07 80.07 80.07 80.25
S1 79.15 79.15 80.55 79.51
S2 77.52 77.52 80.31
S3 74.97 76.60 80.08
S4 72.42 74.05 79.38
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 95.03 93.19 83.69
R3 89.74 87.90 82.23
R2 84.45 84.45 81.75
R1 82.61 82.61 81.26 83.53
PP 79.16 79.16 79.16 79.62
S1 77.32 77.32 80.30 78.24
S2 73.87 73.87 79.81
S3 68.58 72.03 79.33
S4 63.29 66.74 77.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.99 75.70 5.29 6.5% 1.77 2.2% 96% True False 9,415
10 81.45 75.70 5.75 7.1% 1.57 1.9% 88% False False 8,837
20 86.55 75.70 10.85 13.4% 1.57 1.9% 47% False False 9,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 91.83
2.618 87.67
1.618 85.12
1.000 83.54
0.618 82.57
HIGH 80.99
0.618 80.02
0.500 79.72
0.382 79.41
LOW 78.44
0.618 76.86
1.000 75.89
1.618 74.31
2.618 71.76
4.250 67.60
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 80.43 79.97
PP 80.07 79.16
S1 79.72 78.35

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

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