NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 68.81 71.90 3.09 4.5% 72.54
High 71.98 74.31 2.33 3.2% 73.92
Low 67.94 69.78 1.84 2.7% 69.25
Close 71.09 73.83 2.74 3.9% 69.60
Range 4.04 4.53 0.49 12.1% 4.67
ATR 2.63 2.77 0.14 5.1% 0.00
Volume 143,205 235,078 91,873 64.2% 850,393
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.23 84.56 76.32
R3 81.70 80.03 75.08
R2 77.17 77.17 74.66
R1 75.50 75.50 74.25 76.34
PP 72.64 72.64 72.64 73.06
S1 70.97 70.97 73.41 71.81
S2 68.11 68.11 73.00
S3 63.58 66.44 72.58
S4 59.05 61.91 71.34
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 74.31 67.42 6.89 9.3% 3.46 4.7% 93% True False 174,581
10 74.51 67.42 7.09 9.6% 2.76 3.7% 90% False False 160,879
20 74.51 64.69 9.82 13.3% 2.78 3.8% 93% False False 124,697
40 74.85 60.43 14.42 19.5% 2.60 3.5% 93% False False 78,472
60 75.27 60.43 14.84 20.1% 2.46 3.3% 90% False False 57,108
80 75.27 54.66 20.61 27.9% 2.26 3.1% 93% False False 45,212
100 75.27 53.00 22.27 30.2% 2.13 2.9% 94% False False 37,605
120 75.27 46.50 28.77 39.0% 2.07 2.8% 95% False False 32,329
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 0.79
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 93.56
2.618 86.17
1.618 81.64
1.000 78.84
0.618 77.11
HIGH 74.31
0.618 72.58
0.500 72.05
0.382 71.51
LOW 69.78
0.618 66.98
1.000 65.25
1.618 62.45
2.618 57.92
4.250 50.53
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 73.24 72.84
PP 72.64 71.85
S1 72.05 70.87

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

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