NYMEX Light Sweet Crude Oil Future January 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	80.36	77.86	-2.50	-3.1%	81.19
High	81.62	79.98	-1.64	-2.0%	84.73
Low	79.90	77.73	-2.17	-2.7%	81.19
Close	80.36	77.86	-2.50	-3.1%	82.90
Range	1.72	2.25	0.53	30.8%	3.54
ATR	1.78	1.84	0.06	3.4%	0.00
Volume	8,754	14,090	5,336	61.0%	39,480

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.27	83.82	79.10
R3	83.02	81.57	78.48
R2	80.77	80.77	78.27
R1	79.32	79.32	78.07	78.99
PP	78.52	78.52	78.52	78.36
S1	77.07	77.07	77.65	76.74
S2	76.27	76.27	77.45
S3	74.02	74.82	77.24
S4	71.77	72.57	76.62

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	84.40	77.73	6.67	8.6%	1.81	2.3%	2%	False	True	10,221
10	84.73	77.73	7.00	9.0%	1.62	2.1%	2%	False	True	8,972
20	84.73	77.70	7.03	9.0%	1.64	2.1%	2%	False	False	8,054
40	84.73	74.02	10.71	13.8%	1.67	2.1%	36%	False	False	6,660
60	84.73	72.06	12.67	16.3%	1.73	2.2%	46%	False	False	6,172
80	93.29	72.06	21.23	27.3%	1.72	2.2%	27%	False	False	5,850

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	0.35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	89.54
2.618	85.87
1.618	83.62
1.000	82.23
0.618	81.37
HIGH	79.98
0.618	79.12
0.500	78.86
0.382	78.59
LOW	77.73
0.618	76.34
1.000	75.48
1.618	74.09
2.618	71.84
4.250	68.17

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	78.86	80.64
PP	78.52	79.71
S1	78.19	78.79

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols