NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 77.88 76.71 -1.17 -1.5% 77.45
High 78.46 77.03 -1.43 -1.8% 79.07
Low 76.51 75.51 -1.00 -1.3% 75.51
Close 76.81 75.88 -0.93 -1.2% 75.88
Range 1.95 1.52 -0.43 -22.1% 3.56
ATR 1.75 1.74 -0.02 -1.0% 0.00
Volume 22,375 12,677 -9,698 -43.3% 72,163
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.70 79.81 76.72
R3 79.18 78.29 76.30
R2 77.66 77.66 76.16
R1 76.77 76.77 76.02 76.46
PP 76.14 76.14 76.14 75.98
S1 75.25 75.25 75.74 74.94
S2 74.62 74.62 75.60
S3 73.10 73.73 75.46
S4 71.58 72.21 75.04
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.50 85.25 77.84
R3 83.94 81.69 76.86
R2 80.38 80.38 76.53
R1 78.13 78.13 76.21 77.48
PP 76.82 76.82 76.82 76.49
S1 74.57 74.57 75.55 73.92
S2 73.26 73.26 75.23
S3 69.70 71.01 74.90
S4 66.14 67.45 73.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.07 75.51 3.56 4.7% 1.51 2.0% 10% False True 14,432
10 83.86 75.51 8.35 11.0% 1.60 2.1% 4% False True 13,372
20 84.73 75.51 9.22 12.2% 1.64 2.2% 4% False True 10,707
40 84.73 74.02 10.71 14.1% 1.70 2.2% 17% False False 8,249
60 84.73 74.02 10.71 14.1% 1.70 2.2% 17% False False 7,071
80 93.29 72.06 21.23 28.0% 1.77 2.3% 18% False False 6,678
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.49
2.618 81.01
1.618 79.49
1.000 78.55
0.618 77.97
HIGH 77.03
0.618 76.45
0.500 76.27
0.382 76.09
LOW 75.51
0.618 74.57
1.000 73.99
1.618 73.05
2.618 71.53
4.250 69.05
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 76.27 76.99
PP 76.14 76.62
S1 76.01 76.25

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

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