NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 72.77 69.70 -3.07 -4.2% 72.54
High 73.57 69.78 -3.79 -5.2% 73.92
Low 69.25 67.42 -1.83 -2.6% 69.25
Close 69.60 68.81 -0.79 -1.1% 69.60
Range 4.32 2.36 -1.96 -45.4% 4.67
ATR 2.54 2.53 -0.01 -0.5% 0.00
Volume 161,677 148,353 -13,324 -8.2% 850,393
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 75.75 74.64 70.11
R3 73.39 72.28 69.46
R2 71.03 71.03 69.24
R1 69.92 69.92 69.03 69.30
PP 68.67 68.67 68.67 68.36
S1 67.56 67.56 68.59 66.94
S2 66.31 66.31 68.38
S3 63.95 65.20 68.16
S4 61.59 62.84 67.51
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 67.42 6.50 9.4% 2.66 3.9% 21% False True 166,687
10 74.51 67.42 7.09 10.3% 2.33 3.4% 20% False True 144,138
20 74.51 64.69 9.82 14.3% 2.56 3.7% 42% False False 111,928
40 74.85 60.43 14.42 21.0% 2.50 3.6% 58% False False 69,794
60 75.27 60.43 14.84 21.6% 2.38 3.5% 56% False False 51,132
80 75.27 53.00 22.27 32.4% 2.20 3.2% 71% False False 40,674
100 75.27 53.00 22.27 32.4% 2.08 3.0% 71% False False 33,925
120 75.27 46.50 28.77 41.8% 2.02 2.9% 78% False False 29,281
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.81
2.618 75.96
1.618 73.60
1.000 72.14
0.618 71.24
HIGH 69.78
0.618 68.88
0.500 68.60
0.382 68.32
LOW 67.42
0.618 65.96
1.000 65.06
1.618 63.60
2.618 61.24
4.250 57.39
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 68.74 70.67
PP 68.67 70.05
S1 68.60 69.43

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

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