NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 68.62 71.15 2.53 3.7% 69.50
High 71.43 73.64 2.21 3.1% 71.43
Low 66.92 70.78 3.86 5.8% 64.69
Close 71.15 73.18 2.03 2.9% 71.15
Range 4.51 2.86 -1.65 -36.6% 6.74
ATR 2.65 2.67 0.01 0.6% 0.00
Volume 94,912 107,642 12,730 13.4% 381,752
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.11 80.01 74.75
R3 78.25 77.15 73.97
R2 75.39 75.39 73.70
R1 74.29 74.29 73.44 74.84
PP 72.53 72.53 72.53 72.81
S1 71.43 71.43 72.92 71.98
S2 69.67 69.67 72.66
S3 66.81 68.57 72.39
S4 63.95 65.71 71.61
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.31 86.97 74.86
R3 82.57 80.23 73.00
R2 75.83 75.83 72.39
R1 73.49 73.49 71.77 74.66
PP 69.09 69.09 69.09 69.68
S1 66.75 66.75 70.53 67.92
S2 62.35 62.35 69.91
S3 55.61 60.01 69.30
S4 48.87 53.27 67.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.64 64.69 8.95 12.2% 3.61 4.9% 95% True False 86,400
10 73.64 64.69 8.95 12.2% 2.79 3.8% 95% True False 79,718
20 73.64 60.43 13.21 18.1% 2.49 3.4% 97% True False 57,722
40 75.27 60.43 14.84 20.3% 2.43 3.3% 86% False False 37,191
60 75.27 59.20 16.07 22.0% 2.28 3.1% 87% False False 28,618
80 75.27 53.00 22.27 30.4% 2.09 2.9% 91% False False 23,465
100 75.27 49.73 25.54 34.9% 2.03 2.8% 92% False False 20,109
120 75.27 45.06 30.21 41.3% 1.97 2.7% 93% False False 17,698
Crabel Price Patterns
NR True
NR4 True
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.80
2.618 81.13
1.618 78.27
1.000 76.50
0.618 75.41
HIGH 73.64
0.618 72.55
0.500 72.21
0.382 71.87
LOW 70.78
0.618 69.01
1.000 67.92
1.618 66.15
2.618 63.29
4.250 58.63
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 72.86 71.86
PP 72.53 70.55
S1 72.21 69.23

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

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