NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 73.06 73.66 0.60 0.8% 69.50
High 73.80 74.07 0.27 0.4% 71.43
Low 71.94 71.72 -0.22 -0.3% 64.69
Close 73.30 73.93 0.63 0.9% 71.15
Range 1.86 2.35 0.49 26.3% 6.74
ATR 2.61 2.59 -0.02 -0.7% 0.00
Volume 118,125 92,751 -25,374 -21.5% 381,752
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.29 79.46 75.22
R3 77.94 77.11 74.58
R2 75.59 75.59 74.36
R1 74.76 74.76 74.15 75.18
PP 73.24 73.24 73.24 73.45
S1 72.41 72.41 73.71 72.83
S2 70.89 70.89 73.50
S3 68.54 70.06 73.28
S4 66.19 67.71 72.64
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 74.07 64.82 9.25 12.5% 3.18 4.3% 98% True False 102,726
10 74.07 64.69 9.38 12.7% 2.81 3.8% 99% True False 88,516
20 74.07 60.43 13.64 18.4% 2.45 3.3% 99% True False 65,030
40 75.27 60.43 14.84 20.1% 2.47 3.3% 91% False False 41,780
60 75.27 59.20 16.07 21.7% 2.30 3.1% 92% False False 31,825
80 75.27 53.00 22.27 30.1% 2.10 2.8% 94% False False 25,938
100 75.27 52.34 22.93 31.0% 2.03 2.7% 94% False False 22,133
120 75.27 45.06 30.21 40.9% 1.98 2.7% 96% False False 19,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.06
2.618 80.22
1.618 77.87
1.000 76.42
0.618 75.52
HIGH 74.07
0.618 73.17
0.500 72.90
0.382 72.62
LOW 71.72
0.618 70.27
1.000 69.37
1.618 67.92
2.618 65.57
4.250 61.73
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 73.59 73.43
PP 73.24 72.93
S1 72.90 72.43

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

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