NYMEX Light Sweet Crude Oil Future May 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 80.42 78.57 -1.85 -2.3% 77.24
High 80.26 79.19 -1.07 -1.3% 80.57
Low 80.20 78.63 -1.57 -2.0% 75.91
Close 80.42 78.57 -1.85 -2.3% 80.35
Range 0.06 0.56 0.50 833.3% 4.66
ATR 1.16 1.20 0.05 3.9% 0.00
Volume 4,759 3,495 -1,264 -26.6% 13,159
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.48 80.08 78.88
R3 79.92 79.52 78.72
R2 79.36 79.36 78.67
R1 78.96 78.96 78.62 78.85
PP 78.80 78.80 78.80 78.74
S1 78.40 78.40 78.52 78.29
S2 78.24 78.24 78.47
S3 77.68 77.84 78.42
S4 77.12 77.28 78.26
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 92.92 91.30 82.91
R3 88.26 86.64 81.63
R2 83.60 83.60 81.20
R1 81.98 81.98 80.78 82.79
PP 78.94 78.94 78.94 79.35
S1 77.32 77.32 79.92 78.13
S2 74.28 74.28 79.50
S3 69.62 72.66 79.07
S4 64.96 68.00 77.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.57 75.91 4.66 5.9% 0.78 1.0% 57% False False 3,584
10 80.64 75.91 4.73 6.0% 0.80 1.0% 56% False False 3,344
20 86.21 75.91 10.30 13.1% 0.77 1.0% 26% False False 2,888
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.57
2.618 80.66
1.618 80.10
1.000 79.75
0.618 79.54
HIGH 79.19
0.618 78.98
0.500 78.91
0.382 78.84
LOW 78.63
0.618 78.28
1.000 78.07
1.618 77.72
2.618 77.16
4.250 76.25
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 78.91 79.46
PP 78.80 79.16
S1 78.68 78.87

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

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