NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 73.66 73.77 0.11 0.1% 69.50
High 74.07 74.44 0.37 0.5% 71.43
Low 71.72 72.31 0.59 0.8% 64.69
Close 73.93 73.87 -0.06 -0.1% 71.15
Range 2.35 2.13 -0.22 -9.4% 6.74
ATR 2.59 2.56 -0.03 -1.3% 0.00
Volume 92,751 109,946 17,195 18.5% 381,752
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.93 79.03 75.04
R3 77.80 76.90 74.46
R2 75.67 75.67 74.26
R1 74.77 74.77 74.07 75.22
PP 73.54 73.54 73.54 73.77
S1 72.64 72.64 73.67 73.09
S2 71.41 71.41 73.48
S3 69.28 70.51 73.28
S4 67.15 68.38 72.70
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 74.44 66.92 7.52 10.2% 2.74 3.7% 92% True False 104,675
10 74.44 64.69 9.75 13.2% 2.73 3.7% 94% True False 90,317
20 74.44 60.43 14.01 19.0% 2.44 3.3% 96% True False 68,595
40 74.85 60.43 14.42 19.5% 2.48 3.4% 93% False False 44,077
60 75.27 59.20 16.07 21.8% 2.31 3.1% 91% False False 33,502
80 75.27 53.00 22.27 30.1% 2.11 2.9% 94% False False 27,243
100 75.27 53.00 22.27 30.1% 2.03 2.7% 94% False False 23,186
120 75.27 45.06 30.21 40.9% 1.99 2.7% 95% False False 20,239
Crabel Price Patterns
NR True
NR4 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.49
2.618 80.02
1.618 77.89
1.000 76.57
0.618 75.76
HIGH 74.44
0.618 73.63
0.500 73.38
0.382 73.12
LOW 72.31
0.618 70.99
1.000 70.18
1.618 68.86
2.618 66.73
4.250 63.26
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 73.71 73.61
PP 73.54 73.34
S1 73.38 73.08

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

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