NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 80.05 78.73 -1.32 -1.6% 85.46
High 80.37 80.64 0.27 0.3% 85.46
Low 79.55 78.46 -1.09 -1.4% 79.05
Close 80.05 78.73 -1.32 -1.6% 79.19
Range 0.82 2.18 1.36 165.9% 6.41
ATR 1.17 1.24 0.07 6.2% 0.00
Volume 8,069 1,815 -6,254 -77.5% 16,886
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.82 84.45 79.93
R3 83.64 82.27 79.33
R2 81.46 81.46 79.13
R1 80.09 80.09 78.93 79.82
PP 79.28 79.28 79.28 79.14
S1 77.91 77.91 78.53 77.64
S2 77.10 77.10 78.33
S3 74.92 75.73 78.13
S4 72.74 73.55 77.53
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.46 96.24 82.72
R3 94.05 89.83 80.95
R2 87.64 87.64 80.37
R1 83.42 83.42 79.78 82.33
PP 81.23 81.23 81.23 80.69
S1 77.01 77.01 78.60 75.92
S2 74.82 74.82 78.01
S3 68.41 70.60 77.43
S4 62.00 64.19 75.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.88 78.46 2.42 3.1% 1.05 1.3% 11% False True 3,557
10 85.46 78.46 7.00 8.9% 0.97 1.2% 4% False True 3,013
20 86.21 78.46 7.75 9.8% 0.65 0.8% 3% False True 2,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 89.91
2.618 86.35
1.618 84.17
1.000 82.82
0.618 81.99
HIGH 80.64
0.618 79.81
0.500 79.55
0.382 79.29
LOW 78.46
0.618 77.11
1.000 76.28
1.618 74.93
2.618 72.75
4.250 69.20
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 79.55 79.67
PP 79.28 79.36
S1 79.00 79.04

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

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