NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 82.90 83.11 0.21 0.3% 81.19
High 84.40 83.86 -0.54 -0.6% 84.73
Low 82.26 83.07 0.81 1.0% 81.19
Close 82.90 83.73 0.83 1.0% 82.90
Range 2.14 0.79 -1.35 -63.1% 3.54
ATR 1.72 1.66 -0.05 -3.1% 0.00
Volume 8,904 10,678 1,774 19.9% 39,480
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.92 85.62 84.16
R3 85.13 84.83 83.95
R2 84.34 84.34 83.87
R1 84.04 84.04 83.80 84.19
PP 83.55 83.55 83.55 83.63
S1 83.25 83.25 83.66 83.40
S2 82.76 82.76 83.59
S3 81.97 82.46 83.51
S4 81.18 81.67 83.30
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.56 91.77 84.85
R3 90.02 88.23 83.87
R2 86.48 86.48 83.55
R1 84.69 84.69 83.22 85.59
PP 82.94 82.94 82.94 83.39
S1 81.15 81.15 82.58 82.05
S2 79.40 79.40 82.25
S3 75.86 77.61 81.93
S4 72.32 74.07 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 82.26 2.47 2.9% 1.16 1.4% 60% False False 8,777
10 84.73 78.16 6.57 7.8% 1.63 2.0% 85% False False 8,302
20 84.73 77.11 7.62 9.1% 1.64 2.0% 87% False False 7,326
40 84.73 74.02 10.71 12.8% 1.62 1.9% 91% False False 6,118
60 84.73 72.06 12.67 15.1% 1.75 2.1% 92% False False 5,908
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 87.22
2.618 85.93
1.618 85.14
1.000 84.65
0.618 84.35
HIGH 83.86
0.618 83.56
0.500 83.47
0.382 83.37
LOW 83.07
0.618 82.58
1.000 82.28
1.618 81.79
2.618 81.00
4.250 79.71
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 83.64 83.60
PP 83.55 83.46
S1 83.47 83.33

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

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