NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 69.67 70.54 0.87 1.2% 69.30
High 71.13 72.21 1.08 1.5% 72.84
Low 68.84 70.05 1.21 1.8% 69.09
Close 70.16 70.52 0.36 0.5% 70.93
Range 2.29 2.16 -0.13 -5.7% 3.75
ATR 2.55 2.52 -0.03 -1.1% 0.00
Volume 389,079 342,269 -46,810 -12.0% 1,646,389
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.41 76.12 71.71
R3 75.25 73.96 71.11
R2 73.09 73.09 70.92
R1 71.80 71.80 70.72 71.37
PP 70.93 70.93 70.93 70.71
S1 69.64 69.64 70.32 69.21
S2 68.77 68.77 70.12
S3 66.61 67.48 69.93
S4 64.45 65.32 69.33
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% 2.19 3.1% 44% False False 346,226
10 72.84 64.96 7.88 11.2% 2.50 3.5% 71% False False 339,306
20 72.84 62.09 10.75 15.2% 2.56 3.6% 78% False False 298,877
40 74.25 59.30 14.95 21.2% 2.63 3.7% 75% False False 193,537
60 74.66 59.30 15.36 21.8% 2.48 3.5% 73% False False 142,089
80 74.66 51.96 22.70 32.2% 2.38 3.4% 82% False False 111,039
100 74.66 51.96 22.70 32.2% 2.28 3.2% 82% False False 90,935
120 74.66 45.78 28.88 41.0% 2.31 3.3% 86% False False 77,328
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.39
2.618 77.86
1.618 75.70
1.000 74.37
0.618 73.54
HIGH 72.21
0.618 71.38
0.500 71.13
0.382 70.88
LOW 70.05
0.618 68.72
1.000 67.89
1.618 66.56
2.618 64.40
4.250 60.87
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 71.13 70.50
PP 70.93 70.48
S1 70.72 70.46

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

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