NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	77.86	78.59	0.73	0.9%	83.11
High	79.98	78.72	-1.26	-1.6%	83.86
Low	77.73	77.14	-0.59	-0.8%	77.14
Close	77.86	77.49	-0.37	-0.5%	77.49
Range	2.25	1.58	-0.67	-29.8%	6.72
ATR	1.84	1.82	-0.02	-1.0%	0.00
Volume	14,090	19,360	5,270	37.4%	61,561

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.52	81.59	78.36
R3	80.94	80.01	77.92
R2	79.36	79.36	77.78
R1	78.43	78.43	77.63	78.11
PP	77.78	77.78	77.78	77.62
S1	76.85	76.85	77.35	76.53
S2	76.20	76.20	77.20
S3	74.62	75.27	77.06
S4	73.04	73.69	76.62

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.66	95.29	81.19
R3	92.94	88.57	79.34
R2	86.22	86.22	78.72
R1	81.85	81.85	78.11	80.68
PP	79.50	79.50	79.50	78.91
S1	75.13	75.13	76.87	73.96
S2	72.78	72.78	76.26
S3	66.06	68.41	75.64
S4	59.34	61.69	73.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.86	77.14	6.72	8.7%	1.70	2.2%	5%	False	True	12,312
10	84.73	77.14	7.59	9.8%	1.59	2.0%	5%	False	True	10,104
20	84.73	77.14	7.59	9.8%	1.66	2.1%	5%	False	True	8,858
40	84.73	74.02	10.71	13.8%	1.68	2.2%	32%	False	False	7,018
60	84.73	72.06	12.67	16.4%	1.73	2.2%	43%	False	False	6,393
80	93.29	72.06	21.23	27.4%	1.73	2.2%	26%	False	False	6,068

Crabel Price Patterns
NR	True
NR4	True
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.44
2.618	82.86
1.618	81.28
1.000	80.30
0.618	79.70
HIGH	78.72
0.618	78.12
0.500	77.93
0.382	77.74
LOW	77.14
0.618	76.16
1.000	75.56
1.618	74.58
2.618	73.00
4.250	70.43

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	77.93	79.38
PP	77.78	78.75
S1	77.64	78.12

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