NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 76.00 74.92 -1.08 -1.4% 77.45
High 76.52 75.07 -1.45 -1.9% 79.07
Low 74.84 73.74 -1.10 -1.5% 75.51
Close 75.19 73.97 -1.22 -1.6% 75.88
Range 1.68 1.33 -0.35 -20.8% 3.56
ATR 1.73 1.71 -0.02 -1.2% 0.00
Volume 10,301 13,351 3,050 29.6% 72,163
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 78.25 77.44 74.70
R3 76.92 76.11 74.34
R2 75.59 75.59 74.21
R1 74.78 74.78 74.09 74.52
PP 74.26 74.26 74.26 74.13
S1 73.45 73.45 73.85 73.19
S2 72.93 72.93 73.73
S3 71.60 72.12 73.60
S4 70.27 70.79 73.24
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 78.46 73.74 4.72 6.4% 1.60 2.2% 5% False True 16,320
10 81.62 73.74 7.88 10.7% 1.61 2.2% 3% False True 13,801
20 84.73 73.74 10.99 14.9% 1.60 2.2% 2% False True 11,242
40 84.73 73.74 10.99 14.9% 1.71 2.3% 2% False True 8,580
60 84.73 73.74 10.99 14.9% 1.68 2.3% 2% False True 7,319
80 93.29 72.06 21.23 28.7% 1.80 2.4% 9% False False 6,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.72
2.618 78.55
1.618 77.22
1.000 76.40
0.618 75.89
HIGH 75.07
0.618 74.56
0.500 74.41
0.382 74.25
LOW 73.74
0.618 72.92
1.000 72.41
1.618 71.59
2.618 70.26
4.250 68.09
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 74.41 75.39
PP 74.26 74.91
S1 74.12 74.44

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

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