NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 71.34 71.82 0.48 0.7% 68.05
High 71.95 72.10 0.15 0.2% 69.74
Low 70.16 69.71 -0.45 -0.6% 62.70
Close 71.42 71.97 0.55 0.8% 69.45
Range 1.79 2.39 0.60 33.5% 7.04
ATR 2.72 2.70 -0.02 -0.9% 0.00
Volume 323,455 285,877 -37,578 -11.6% 1,402,635
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.43 77.59 73.28
R3 76.04 75.20 72.63
R2 73.65 73.65 72.41
R1 72.81 72.81 72.19 73.23
PP 71.26 71.26 71.26 71.47
S1 70.42 70.42 71.75 70.84
S2 68.87 68.87 71.53
S3 66.48 68.03 71.31
S4 64.09 65.64 70.66
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 72.10 62.76 9.34 13.0% 3.27 4.5% 99% True False 339,359
10 72.10 62.70 9.40 13.1% 2.93 4.1% 99% True False 305,441
20 72.10 59.30 12.80 17.8% 2.56 3.6% 99% True False 239,061
40 74.66 59.30 15.36 21.3% 2.62 3.6% 82% False False 149,654
60 74.66 58.36 16.30 22.6% 2.49 3.5% 83% False False 110,168
80 74.66 51.96 22.70 31.5% 2.33 3.2% 88% False False 86,290
100 74.66 50.94 23.72 33.0% 2.27 3.2% 89% False False 71,115
120 74.66 44.19 30.47 42.3% 2.32 3.2% 91% False False 60,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.26
2.618 78.36
1.618 75.97
1.000 74.49
0.618 73.58
HIGH 72.10
0.618 71.19
0.500 70.91
0.382 70.62
LOW 69.71
0.618 68.23
1.000 67.32
1.618 65.84
2.618 63.45
4.250 59.55
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 71.62 71.51
PP 71.26 71.05
S1 70.91 70.60

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

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