NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 69.70 68.81 -0.89 -1.3% 72.54
High 69.78 71.98 2.20 3.2% 73.92
Low 67.42 67.94 0.52 0.8% 69.25
Close 68.81 71.09 2.28 3.3% 69.60
Range 2.36 4.04 1.68 71.2% 4.67
ATR 2.53 2.63 0.11 4.3% 0.00
Volume 148,353 143,205 -5,148 -3.5% 850,393
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.46 80.81 73.31
R3 78.42 76.77 72.20
R2 74.38 74.38 71.83
R1 72.73 72.73 71.46 73.56
PP 70.34 70.34 70.34 70.75
S1 68.69 68.69 70.72 69.52
S2 66.30 66.30 70.35
S3 62.26 64.65 69.98
S4 58.22 60.61 68.87
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 9.1% 2.96 4.2% 56% False False 166,714
10 74.51 67.42 7.09 10.0% 2.55 3.6% 52% False False 146,646
20 74.51 64.69 9.82 13.8% 2.66 3.7% 65% False False 116,423
40 74.85 60.43 14.42 20.3% 2.52 3.6% 74% False False 72,937
60 75.27 60.43 14.84 20.9% 2.40 3.4% 72% False False 53,419
80 75.27 53.25 22.02 31.0% 2.22 3.1% 81% False False 42,350
100 75.27 53.00 22.27 31.3% 2.11 3.0% 81% False False 35,313
120 75.27 46.50 28.77 40.5% 2.04 2.9% 85% False False 30,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 82.56
1.618 78.52
1.000 76.02
0.618 74.48
HIGH 71.98
0.618 70.44
0.500 69.96
0.382 69.48
LOW 67.94
0.618 65.44
1.000 63.90
1.618 61.40
2.618 57.36
4.250 50.77
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 70.71 70.89
PP 70.34 70.69
S1 69.96 70.50

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

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