NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 77.95 79.02 1.07 1.4% 84.23
High 78.54 79.57 1.03 1.3% 84.30
Low 77.58 78.02 0.44 0.6% 77.60
Close 77.95 79.02 1.07 1.4% 77.97
Range 0.96 1.55 0.59 61.5% 6.70
ATR 1.58 1.58 0.00 0.2% 0.00
Volume 2,798 2,921 123 4.4% 32,449
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.52 82.82 79.87
R3 81.97 81.27 79.45
R2 80.42 80.42 79.30
R1 79.72 79.72 79.16 79.80
PP 78.87 78.87 78.87 78.91
S1 78.17 78.17 78.88 78.25
S2 77.32 77.32 78.74
S3 75.77 76.62 78.59
S4 74.22 75.07 78.17
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.06 95.71 81.66
R3 93.36 89.01 79.81
R2 86.66 86.66 79.20
R1 82.31 82.31 78.58 81.14
PP 79.96 79.96 79.96 79.37
S1 75.61 75.61 77.36 74.44
S2 73.26 73.26 76.74
S3 66.56 68.91 76.13
S4 59.86 62.21 74.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.30 77.58 4.72 6.0% 1.62 2.1% 31% False False 4,763
10 85.34 77.58 7.76 9.8% 1.29 1.6% 19% False False 5,645
20 85.34 77.58 7.76 9.8% 1.38 1.7% 19% False False 5,164
40 85.34 74.37 10.97 13.9% 1.25 1.6% 42% False False 3,606
60 85.34 72.76 12.58 15.9% 1.18 1.5% 50% False False 3,373
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.16
2.618 83.63
1.618 82.08
1.000 81.12
0.618 80.53
HIGH 79.57
0.618 78.98
0.500 78.80
0.382 78.61
LOW 78.02
0.618 77.06
1.000 76.47
1.618 75.51
2.618 73.96
4.250 71.43
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 78.95 78.87
PP 78.87 78.72
S1 78.80 78.58

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

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