NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 66.69 69.30 2.61 3.9% 68.05
High 69.74 71.95 2.21 3.2% 69.74
Low 64.96 69.09 4.13 6.4% 62.70
Close 69.45 71.58 2.13 3.1% 69.45
Range 4.78 2.86 -1.92 -40.2% 7.04
ATR 2.79 2.80 0.00 0.2% 0.00
Volume 344,216 400,836 56,620 16.4% 1,402,635
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.45 78.38 73.15
R3 76.59 75.52 72.37
R2 73.73 73.73 72.10
R1 72.66 72.66 71.84 73.20
PP 70.87 70.87 70.87 71.14
S1 69.80 69.80 71.32 70.34
S2 68.01 68.01 71.06
S3 65.15 66.94 70.79
S4 62.29 64.08 70.01
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.42 85.97 73.32
R3 81.38 78.93 71.39
R2 74.34 74.34 70.74
R1 71.89 71.89 70.10 73.12
PP 67.30 67.30 67.30 67.91
S1 64.85 64.85 68.80 66.08
S2 60.26 60.26 68.16
S3 53.22 57.81 67.51
S4 46.18 50.77 65.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.95 62.70 9.25 12.9% 3.77 5.3% 96% True False 317,240
10 71.95 62.70 9.25 12.9% 2.92 4.1% 96% True False 297,937
20 71.95 59.30 12.65 17.7% 2.61 3.6% 97% True False 217,419
40 74.66 59.30 15.36 21.5% 2.59 3.6% 80% False False 137,068
60 74.66 58.36 16.30 22.8% 2.48 3.5% 81% False False 100,555
80 74.66 51.96 22.70 31.7% 2.33 3.3% 86% False False 78,940
100 74.66 48.78 25.88 36.2% 2.28 3.2% 88% False False 65,144
120 74.66 44.19 30.47 42.6% 2.31 3.2% 90% False False 55,727
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.11
2.618 79.44
1.618 76.58
1.000 74.81
0.618 73.72
HIGH 71.95
0.618 70.86
0.500 70.52
0.382 70.18
LOW 69.09
0.618 67.32
1.000 66.23
1.618 64.46
2.618 61.60
4.250 56.94
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 71.23 70.17
PP 70.87 68.76
S1 70.52 67.36

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

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