NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 70.67 70.76 0.09 0.1% 69.30
High 71.57 71.25 -0.32 -0.4% 72.84
Low 70.09 68.71 -1.38 -2.0% 69.09
Close 70.60 69.45 -1.15 -1.6% 70.93
Range 1.48 2.54 1.06 71.6% 3.75
ATR 2.57 2.57 0.00 -0.1% 0.00
Volume 367,023 304,092 -62,931 -17.1% 1,646,389
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.42 75.98 70.85
R3 74.88 73.44 70.15
R2 72.34 72.34 69.92
R1 70.90 70.90 69.68 70.35
PP 69.80 69.80 69.80 69.53
S1 68.36 68.36 69.22 67.81
S2 67.26 67.26 68.98
S3 64.72 65.82 68.75
S4 62.18 63.28 68.05
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.20 80.32 72.99
R3 78.45 76.57 71.96
R2 74.70 74.70 71.62
R1 72.82 72.82 71.27 73.76
PP 70.95 70.95 70.95 71.43
S1 69.07 69.07 70.59 70.01
S2 67.20 67.20 70.24
S3 63.45 65.32 69.90
S4 59.70 61.57 68.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.84 68.71 4.13 5.9% 2.22 3.2% 18% False True 318,642
10 72.84 62.70 10.14 14.6% 2.94 4.2% 67% False False 325,768
20 72.84 60.55 12.29 17.7% 2.55 3.7% 72% False False 278,102
40 74.25 59.30 14.95 21.5% 2.62 3.8% 68% False False 177,428
60 74.66 59.30 15.36 22.1% 2.47 3.6% 66% False False 130,577
80 74.66 51.96 22.70 32.7% 2.36 3.4% 77% False False 102,228
100 74.66 51.96 22.70 32.7% 2.26 3.3% 77% False False 83,779
120 74.66 45.32 29.34 42.2% 2.30 3.3% 82% False False 71,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.05
2.618 77.90
1.618 75.36
1.000 73.79
0.618 72.82
HIGH 71.25
0.618 70.28
0.500 69.98
0.382 69.68
LOW 68.71
0.618 67.14
1.000 66.17
1.618 64.60
2.618 62.06
4.250 57.92
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 69.98 70.78
PP 69.80 70.33
S1 69.63 69.89

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

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