NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 67.69 66.80 -0.89 -1.3% 70.67
High 67.69 70.29 2.60 3.8% 72.21
Low 65.23 66.11 0.88 1.3% 67.12
Close 66.75 69.19 2.44 3.7% 67.51
Range 2.46 4.18 1.72 69.9% 5.09
ATR 2.65 2.75 0.11 4.1% 0.00
Volume 320,144 264,790 -55,354 -17.3% 1,725,432
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.07 79.31 71.49
R3 76.89 75.13 70.34
R2 72.71 72.71 69.96
R1 70.95 70.95 69.57 71.83
PP 68.53 68.53 68.53 68.97
S1 66.77 66.77 68.81 67.65
S2 64.35 64.35 68.42
S3 60.17 62.59 68.04
S4 55.99 58.41 66.89
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 10.1% 3.11 4.5% 57% False False 327,850
10 72.84 65.23 7.61 11.0% 2.67 3.9% 52% False False 323,246
20 72.84 62.70 10.14 14.7% 2.78 4.0% 64% False False 314,029
40 74.25 59.30 14.95 21.6% 2.66 3.8% 66% False False 212,233
60 74.66 59.30 15.36 22.2% 2.57 3.7% 64% False False 155,961
80 74.66 52.24 22.42 32.4% 2.44 3.5% 76% False False 121,821
100 74.66 51.96 22.70 32.8% 2.35 3.4% 76% False False 99,790
120 74.66 45.78 28.88 41.7% 2.34 3.4% 81% False False 84,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.06
2.618 81.23
1.618 77.05
1.000 74.47
0.618 72.87
HIGH 70.29
0.618 68.69
0.500 68.20
0.382 67.71
LOW 66.11
0.618 63.53
1.000 61.93
1.618 59.35
2.618 55.17
4.250 48.35
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 68.86 68.93
PP 68.53 68.67
S1 68.20 68.42

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

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