NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 72.38 72.77 0.39 0.5% 72.54
High 73.92 73.57 -0.35 -0.5% 73.92
Low 71.88 69.25 -2.63 -3.7% 69.25
Close 72.48 69.60 -2.88 -4.0% 69.60
Range 2.04 4.32 2.28 111.8% 4.67
ATR 2.40 2.54 0.14 5.7% 0.00
Volume 184,593 161,677 -22,916 -12.4% 850,393
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.77 81.00 71.98
R3 79.45 76.68 70.79
R2 75.13 75.13 70.39
R1 72.36 72.36 70.00 71.59
PP 70.81 70.81 70.81 70.42
S1 68.04 68.04 69.20 67.27
S2 66.49 66.49 68.81
S3 62.17 63.72 68.41
S4 57.85 59.40 67.22
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.93 81.94 72.17
R3 80.26 77.27 70.88
R2 75.59 75.59 70.46
R1 72.60 72.60 70.03 71.76
PP 70.92 70.92 70.92 70.51
S1 67.93 67.93 69.17 67.09
S2 66.25 66.25 68.74
S3 61.58 63.26 68.32
S4 56.91 58.59 67.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.92 69.25 4.67 6.7% 2.47 3.5% 7% False True 170,078
10 74.51 69.25 5.26 7.6% 2.38 3.4% 7% False True 140,067
20 74.51 64.69 9.82 14.1% 2.52 3.6% 50% False False 106,529
40 74.85 60.43 14.42 20.7% 2.52 3.6% 64% False False 66,406
60 75.27 60.43 14.84 21.3% 2.36 3.4% 62% False False 48,809
80 75.27 53.00 22.27 32.0% 2.18 3.1% 75% False False 38,891
100 75.27 53.00 22.27 32.0% 2.07 3.0% 75% False False 32,492
120 75.27 46.50 28.77 41.3% 2.02 2.9% 80% False False 28,098
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 0.63
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.93
2.618 84.88
1.618 80.56
1.000 77.89
0.618 76.24
HIGH 73.57
0.618 71.92
0.500 71.41
0.382 70.90
LOW 69.25
0.618 66.58
1.000 64.93
1.618 62.26
2.618 57.94
4.250 50.89
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 71.41 71.59
PP 70.81 70.92
S1 70.20 70.26

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

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