NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 70.76 69.67 -1.09 -1.5% 69.30
High 71.25 71.13 -0.12 -0.2% 72.84
Low 68.71 68.84 0.13 0.2% 69.09
Close 69.45 70.16 0.71 1.0% 70.93
Range 2.54 2.29 -0.25 -9.8% 3.75
ATR 2.57 2.55 -0.02 -0.8% 0.00
Volume 304,092 389,079 84,987 27.9% 1,646,389
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.91 75.83 71.42
R3 74.62 73.54 70.79
R2 72.33 72.33 70.58
R1 71.25 71.25 70.37 71.79
PP 70.04 70.04 70.04 70.32
S1 68.96 68.96 69.95 69.50
S2 67.75 67.75 69.74
S3 65.46 66.67 69.53
S4 63.17 64.38 68.90
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% 2.20 3.1% 35% False False 339,283
10 72.84 62.76 10.08 14.4% 2.74 3.9% 73% False False 339,321
20 72.84 61.45 11.39 16.2% 2.54 3.6% 76% False False 289,927
40 74.25 59.30 14.95 21.3% 2.62 3.7% 73% False False 186,319
60 74.66 59.30 15.36 21.9% 2.48 3.5% 71% False False 136,776
80 74.66 51.96 22.70 32.4% 2.36 3.4% 80% False False 106,960
100 74.66 51.96 22.70 32.4% 2.27 3.2% 80% False False 87,593
120 74.66 45.78 28.88 41.2% 2.30 3.3% 84% False False 74,537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.86
2.618 77.13
1.618 74.84
1.000 73.42
0.618 72.55
HIGH 71.13
0.618 70.26
0.500 69.99
0.382 69.71
LOW 68.84
0.618 67.42
1.000 66.55
1.618 65.13
2.618 62.84
4.250 59.11
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 70.10 70.15
PP 70.04 70.15
S1 69.99 70.14

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

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