NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 66.80 70.25 3.45 5.2% 70.67
High 70.29 72.80 2.51 3.6% 72.21
Low 66.11 68.05 1.94 2.9% 67.12
Close 69.19 72.42 3.23 4.7% 67.51
Range 4.18 4.75 0.57 13.6% 5.09
ATR 2.75 2.90 0.14 5.2% 0.00
Volume 264,790 182,990 -81,800 -30.9% 1,725,432
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.34 83.63 75.03
R3 80.59 78.88 73.73
R2 75.84 75.84 73.29
R1 74.13 74.13 72.86 74.99
PP 71.09 71.09 71.09 71.52
S1 69.38 69.38 71.98 70.24
S2 66.34 66.34 71.55
S3 61.59 64.63 71.11
S4 56.84 59.88 69.81
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 72.80 65.23 7.57 10.5% 3.61 5.0% 95% True False 286,632
10 72.84 65.23 7.61 10.5% 2.90 4.0% 94% False False 312,957
20 72.84 62.70 10.14 14.0% 2.92 4.0% 96% False False 309,199
40 74.25 59.30 14.95 20.6% 2.73 3.8% 88% False False 215,660
60 74.66 59.30 15.36 21.2% 2.62 3.6% 85% False False 158,476
80 74.66 53.49 21.17 29.2% 2.48 3.4% 89% False False 123,981
100 74.66 51.96 22.70 31.3% 2.37 3.3% 90% False False 101,564
120 74.66 45.78 28.88 39.9% 2.34 3.2% 92% False False 86,114
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 0.76
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 92.99
2.618 85.24
1.618 80.49
1.000 77.55
0.618 75.74
HIGH 72.80
0.618 70.99
0.500 70.43
0.382 69.86
LOW 68.05
0.618 65.11
1.000 63.30
1.618 60.36
2.618 55.61
4.250 47.86
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 71.76 71.29
PP 71.09 70.15
S1 70.43 69.02

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

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