NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 71.15 73.06 1.91 2.7% 69.50
High 73.64 73.80 0.16 0.2% 71.43
Low 70.78 71.94 1.16 1.6% 64.69
Close 73.18 73.30 0.12 0.2% 71.15
Range 2.86 1.86 -1.00 -35.0% 6.74
ATR 2.67 2.61 -0.06 -2.2% 0.00
Volume 107,642 118,125 10,483 9.7% 381,752
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.59 77.81 74.32
R3 76.73 75.95 73.81
R2 74.87 74.87 73.64
R1 74.09 74.09 73.47 74.48
PP 73.01 73.01 73.01 73.21
S1 72.23 72.23 73.13 72.62
S2 71.15 71.15 72.96
S3 69.29 70.37 72.79
S4 67.43 68.51 72.28
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 73.80 64.69 9.11 12.4% 3.53 4.8% 95% True False 95,978
10 73.80 64.69 9.11 12.4% 2.77 3.8% 95% True False 86,200
20 73.80 60.43 13.37 18.2% 2.45 3.3% 96% True False 61,981
40 75.27 60.43 14.84 20.2% 2.44 3.3% 87% False False 39,739
60 75.27 59.20 16.07 21.9% 2.29 3.1% 88% False False 30,392
80 75.27 53.00 22.27 30.4% 2.09 2.8% 91% False False 24,848
100 75.27 49.73 25.54 34.8% 2.03 2.8% 92% False False 21,247
120 75.27 45.06 30.21 41.2% 1.98 2.7% 93% False False 18,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.71
2.618 78.67
1.618 76.81
1.000 75.66
0.618 74.95
HIGH 73.80
0.618 73.09
0.500 72.87
0.382 72.65
LOW 71.94
0.618 70.79
1.000 70.08
1.618 68.93
2.618 67.07
4.250 64.04
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 73.16 72.32
PP 73.01 71.34
S1 72.87 70.36

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

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