NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 78.27 77.64 -0.63 -0.8% 76.00
High 78.63 78.31 -0.32 -0.4% 78.40
Low 77.53 75.74 -1.79 -2.3% 73.12
Close 78.13 76.19 -1.94 -2.5% 78.15
Range 1.10 2.57 1.47 133.6% 5.28
ATR 1.77 1.82 0.06 3.3% 0.00
Volume 37,841 27,431 -10,410 -27.5% 93,254
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.46 82.89 77.60
R3 81.89 80.32 76.90
R2 79.32 79.32 76.66
R1 77.75 77.75 76.43 77.25
PP 76.75 76.75 76.75 76.50
S1 75.18 75.18 75.95 74.68
S2 74.18 74.18 75.72
S3 71.61 72.61 75.48
S4 69.04 70.04 74.78
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 7.2% 2.06 2.7% 56% False False 26,974
10 78.63 73.12 5.51 7.2% 1.83 2.4% 56% False False 21,647
20 84.73 73.12 11.61 15.2% 1.65 2.2% 26% False False 15,827
40 84.73 73.12 11.61 15.2% 1.70 2.2% 26% False False 11,303
60 84.73 73.12 11.61 15.2% 1.66 2.2% 26% False False 9,170
80 86.81 72.06 14.75 19.4% 1.76 2.3% 28% False False 8,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.23
2.618 85.04
1.618 82.47
1.000 80.88
0.618 79.90
HIGH 78.31
0.618 77.33
0.500 77.03
0.382 76.72
LOW 75.74
0.618 74.15
1.000 73.17
1.618 71.58
2.618 69.01
4.250 64.82
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 77.03 77.08
PP 76.75 76.78
S1 76.47 76.49

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

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