NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 70.90 67.69 -3.21 -4.5% 70.67
High 71.60 67.69 -3.91 -5.5% 72.21
Low 67.12 65.23 -1.89 -2.8% 67.12
Close 67.51 66.75 -0.76 -1.1% 67.51
Range 4.48 2.46 -2.02 -45.1% 5.09
ATR 2.66 2.65 -0.01 -0.5% 0.00
Volume 322,969 320,144 -2,825 -0.9% 1,725,432
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 73.94 72.80 68.10
R3 71.48 70.34 67.43
R2 69.02 69.02 67.20
R1 67.88 67.88 66.98 67.22
PP 66.56 66.56 66.56 66.23
S1 65.42 65.42 66.52 64.76
S2 64.10 64.10 66.30
S3 61.64 62.96 66.07
S4 59.18 60.50 65.40
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 65.23 6.98 10.5% 2.79 4.2% 22% False True 335,710
10 72.84 65.23 7.61 11.4% 2.43 3.6% 20% False True 329,112
20 72.84 62.70 10.14 15.2% 2.67 4.0% 40% False False 313,525
40 74.25 59.30 14.95 22.4% 2.63 3.9% 50% False False 207,185
60 74.66 59.30 15.36 23.0% 2.54 3.8% 49% False False 151,857
80 74.66 51.96 22.70 34.0% 2.42 3.6% 65% False False 118,735
100 74.66 51.96 22.70 34.0% 2.32 3.5% 65% False False 97,201
120 74.66 45.78 28.88 43.3% 2.32 3.5% 73% False False 82,538
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 False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.15
2.618 74.13
1.618 71.67
1.000 70.15
0.618 69.21
HIGH 67.69
0.618 66.75
0.500 66.46
0.382 66.17
LOW 65.23
0.618 63.71
1.000 62.77
1.618 61.25
2.618 58.79
4.250 54.78
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 66.65 68.72
PP 66.56 68.06
S1 66.46 67.41

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

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