NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 75.75 78.27 2.52 3.3% 76.00
High 78.40 78.63 0.23 0.3% 78.40
Low 75.52 77.53 2.01 2.7% 73.12
Close 78.15 78.13 -0.02 0.0% 78.15
Range 2.88 1.10 -1.78 -61.8% 5.28
ATR 1.82 1.77 -0.05 -2.8% 0.00
Volume 29,420 37,841 8,421 28.6% 93,254
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.40 80.86 78.74
R3 80.30 79.76 78.43
R2 79.20 79.20 78.33
R1 78.66 78.66 78.23 78.38
PP 78.10 78.10 78.10 77.96
S1 77.56 77.56 78.03 77.28
S2 77.00 77.00 77.93
S3 75.90 76.46 77.83
S4 74.80 75.36 77.53
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.40 90.55 81.05
R3 87.12 85.27 79.60
R2 81.84 81.84 79.12
R1 79.99 79.99 78.63 80.92
PP 76.56 76.56 76.56 77.02
S1 74.71 74.71 77.67 75.64
S2 71.28 71.28 77.18
S3 66.00 69.43 76.70
S4 60.72 64.15 75.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.63 73.12 5.51 7.1% 1.81 2.3% 91% True False 24,158
10 79.07 73.12 5.95 7.6% 1.73 2.2% 84% False False 19,673
20 84.73 73.12 11.61 14.9% 1.59 2.0% 43% False False 14,901
40 84.73 73.12 11.61 14.9% 1.68 2.2% 43% False False 10,743
60 84.73 73.12 11.61 14.9% 1.65 2.1% 43% False False 8,799
80 86.81 72.06 14.75 18.9% 1.76 2.3% 41% False False 7,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 83.31
2.618 81.51
1.618 80.41
1.000 79.73
0.618 79.31
HIGH 78.63
0.618 78.21
0.500 78.08
0.382 77.95
LOW 77.53
0.618 76.85
1.000 76.43
1.618 75.75
2.618 74.65
4.250 72.86
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 78.11 77.68
PP 78.10 77.22
S1 78.08 76.77

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

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