NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 70.54 70.90 0.36 0.5% 70.67
High 72.21 71.60 -0.61 -0.8% 72.21
Low 70.05 67.12 -2.93 -4.2% 67.12
Close 70.52 67.51 -3.01 -4.3% 67.51
Range 2.16 4.48 2.32 107.4% 5.09
ATR 2.52 2.66 0.14 5.6% 0.00
Volume 342,269 322,969 -19,300 -5.6% 1,725,432
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.18 79.33 69.97
R3 77.70 74.85 68.74
R2 73.22 73.22 68.33
R1 70.37 70.37 67.92 69.56
PP 68.74 68.74 68.74 68.34
S1 65.89 65.89 67.10 65.08
S2 64.26 64.26 66.69
S3 59.78 61.41 66.28
S4 55.30 56.93 65.05
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.22 80.95 70.31
R3 79.13 75.86 68.91
R2 74.04 74.04 68.44
R1 70.77 70.77 67.98 69.86
PP 68.95 68.95 68.95 68.49
S1 65.68 65.68 67.04 64.77
S2 63.86 63.86 66.58
S3 58.77 60.59 66.11
S4 53.68 55.50 64.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.21 67.12 5.09 7.5% 2.59 3.8% 8% False True 345,086
10 72.84 67.12 5.72 8.5% 2.47 3.7% 7% False True 337,182
20 72.84 62.70 10.14 15.0% 2.63 3.9% 47% False False 307,110
40 74.25 59.30 14.95 22.1% 2.66 3.9% 55% False False 200,487
60 74.66 59.30 15.36 22.8% 2.53 3.7% 53% False False 146,940
80 74.66 51.96 22.70 33.6% 2.42 3.6% 69% False False 114,899
100 74.66 51.96 22.70 33.6% 2.31 3.4% 69% False False 94,063
120 74.66 45.78 28.88 42.8% 2.32 3.4% 75% False False 79,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 90.64
2.618 83.33
1.618 78.85
1.000 76.08
0.618 74.37
HIGH 71.60
0.618 69.89
0.500 69.36
0.382 68.83
LOW 67.12
0.618 64.35
1.000 62.64
1.618 59.87
2.618 55.39
4.250 48.08
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 69.36 69.67
PP 68.74 68.95
S1 68.13 68.23

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

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