NYMEX Light Sweet Crude Oil Future February 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 78.89 77.05 -1.84 -2.3% 76.92
High 79.18 78.94 -0.24 -0.3% 79.03
Low 78.33 76.61 -1.72 -2.2% 73.76
Close 78.89 77.05 -1.84 -2.3% 78.84
Range 0.85 2.33 1.48 174.1% 5.27
ATR 1.61 1.66 0.05 3.2% 0.00
Volume 15,163 12,573 -2,590 -17.1% 41,697
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.52 83.12 78.33
R3 82.19 80.79 77.69
R2 79.86 79.86 77.48
R1 78.46 78.46 77.26 78.22
PP 77.53 77.53 77.53 77.41
S1 76.13 76.13 76.84 75.89
S2 75.20 75.20 76.62
S3 72.87 73.80 76.41
S4 70.54 71.47 75.77
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.02 91.20 81.74
R3 87.75 85.93 80.29
R2 82.48 82.48 79.81
R1 80.66 80.66 79.32 81.57
PP 77.21 77.21 77.21 77.67
S1 75.39 75.39 78.36 76.30
S2 71.94 71.94 77.87
S3 66.67 70.12 77.39
S4 61.40 64.85 75.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.18 73.76 5.42 7.0% 1.79 2.3% 61% False False 11,481
10 79.18 73.76 5.42 7.0% 1.56 2.0% 61% False False 9,422
20 85.34 73.76 11.58 15.0% 1.43 1.9% 28% False False 7,533
40 85.34 73.76 11.58 15.0% 1.38 1.8% 28% False False 5,471
60 85.34 73.76 11.58 15.0% 1.27 1.6% 28% False False 4,494
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.84
2.618 85.04
1.618 82.71
1.000 81.27
0.618 80.38
HIGH 78.94
0.618 78.05
0.500 77.78
0.382 77.50
LOW 76.61
0.618 75.17
1.000 74.28
1.618 72.84
2.618 70.51
4.250 66.71
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 77.78 77.74
PP 77.53 77.51
S1 77.29 77.28

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

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