NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 84.33 82.12 -2.21 -2.6% 84.91
High 83.93 83.45 -0.48 -0.6% 86.21
Low 83.55 81.94 -1.61 -1.9% 83.95
Close 84.33 82.12 -2.21 -2.6% 84.59
Range 0.38 1.51 1.13 297.4% 2.26
ATR 1.04 1.13 0.10 9.3% 0.00
Volume 3,124 2,266 -858 -27.5% 7,109
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.03 86.09 82.95
R3 85.52 84.58 82.54
R2 84.01 84.01 82.40
R1 83.07 83.07 82.26 82.88
PP 82.50 82.50 82.50 82.41
S1 81.56 81.56 81.98 81.37
S2 80.99 80.99 81.84
S3 79.48 80.05 81.70
S4 77.97 78.54 81.29
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.70 90.40 85.83
R3 89.44 88.14 85.21
R2 87.18 87.18 85.00
R1 85.88 85.88 84.80 85.40
PP 84.92 84.92 84.92 84.68
S1 83.62 83.62 84.38 83.14
S2 82.66 82.66 84.18
S3 80.40 81.36 83.97
S4 78.14 79.10 83.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.46 81.94 3.52 4.3% 0.68 0.8% 5% False True 2,157
10 86.21 80.98 5.23 6.4% 0.47 0.6% 22% False False 1,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.22
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 89.87
2.618 87.40
1.618 85.89
1.000 84.96
0.618 84.38
HIGH 83.45
0.618 82.87
0.500 82.70
0.382 82.52
LOW 81.94
0.618 81.01
1.000 80.43
1.618 79.50
2.618 77.99
4.250 75.52
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 82.70 83.70
PP 82.50 83.17
S1 82.31 82.65

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

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