NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 73.00 74.36 1.36 1.9% 77.18
High 74.45 75.80 1.35 1.8% 78.59
Low 72.35 74.14 1.79 2.5% 74.85
Close 74.11 75.19 1.08 1.5% 75.22
Range 2.10 1.66 -0.44 -21.0% 3.74
ATR 1.93 1.91 -0.02 -0.9% 0.00
Volume 72,746 73,349 603 0.8% 373,500
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.02 79.27 76.10
R3 78.36 77.61 75.65
R2 76.70 76.70 75.49
R1 75.95 75.95 75.34 76.33
PP 75.04 75.04 75.04 75.23
S1 74.29 74.29 75.04 74.67
S2 73.38 73.38 74.89
S3 71.72 72.63 74.73
S4 70.06 70.97 74.28
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.44 85.07 77.28
R3 83.70 81.33 76.25
R2 79.96 79.96 75.91
R1 77.59 77.59 75.56 76.91
PP 76.22 76.22 76.22 75.88
S1 73.85 73.85 74.88 73.17
S2 72.48 72.48 74.53
S3 68.74 70.11 74.19
S4 65.00 66.37 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.36 72.35 4.01 5.3% 1.70 2.3% 71% False False 60,031
10 78.59 72.35 6.24 8.3% 1.69 2.2% 46% False False 72,095
20 84.45 72.35 12.10 16.1% 1.86 2.5% 23% False False 65,491
40 84.45 72.35 12.10 16.1% 2.00 2.7% 23% False False 53,055
60 84.45 72.35 12.10 16.1% 2.05 2.7% 23% False False 50,184
80 89.83 71.50 18.33 24.4% 2.26 3.0% 20% False False 52,259
100 93.55 71.50 22.05 29.3% 2.14 2.8% 17% False False 53,095
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 2 trading days
Fibonacci Retracements and Extensions
4.250 82.86
2.618 80.15
1.618 78.49
1.000 77.46
0.618 76.83
HIGH 75.80
0.618 75.17
0.500 74.97
0.382 74.77
LOW 74.14
0.618 73.11
1.000 72.48
1.618 71.45
2.618 69.79
4.250 67.09
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 75.12 74.82
PP 75.04 74.45
S1 74.97 74.08

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

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