NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 74.92 73.83 -1.09 -1.5% 77.45
High 75.07 75.11 0.04 0.1% 79.07
Low 73.74 73.12 -0.62 -0.8% 75.51
Close 73.97 74.87 0.90 1.2% 75.88
Range 1.33 1.99 0.66 49.6% 3.56
ATR 1.71 1.73 0.02 1.2% 0.00
Volume 13,351 19,908 6,557 49.1% 72,163
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.34 79.59 75.96
R3 78.35 77.60 75.42
R2 76.36 76.36 75.23
R1 75.61 75.61 75.05 75.99
PP 74.37 74.37 74.37 74.55
S1 73.62 73.62 74.69 74.00
S2 72.38 72.38 74.51
S3 70.39 71.63 74.32
S4 68.40 69.64 73.78
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 73.12 5.34 7.1% 1.69 2.3% 33% False True 15,722
10 79.98 73.12 6.86 9.2% 1.64 2.2% 26% False True 14,917
20 84.73 73.12 11.61 15.5% 1.63 2.2% 15% False True 11,856
40 84.73 73.12 11.61 15.5% 1.69 2.3% 15% False True 8,967
60 84.73 73.12 11.61 15.5% 1.66 2.2% 15% False True 7,593
80 92.30 72.06 20.24 27.0% 1.80 2.4% 14% False False 7,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.57
2.618 80.32
1.618 78.33
1.000 77.10
0.618 76.34
HIGH 75.11
0.618 74.35
0.500 74.12
0.382 73.88
LOW 73.12
0.618 71.89
1.000 71.13
1.618 69.90
2.618 67.91
4.250 64.66
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 74.62 74.85
PP 74.37 74.84
S1 74.12 74.82

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

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