NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 71.90 73.55 1.65 2.3% 72.54
High 74.31 74.07 -0.24 -0.3% 73.92
Low 69.78 72.53 2.75 3.9% 69.25
Close 73.83 72.91 -0.92 -1.2% 69.60
Range 4.53 1.54 -2.99 -66.0% 4.67
ATR 2.77 2.68 -0.09 -3.2% 0.00
Volume 235,078 376,871 141,793 60.3% 850,393
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.79 76.89 73.76
R3 76.25 75.35 73.33
R2 74.71 74.71 73.19
R1 73.81 73.81 73.05 73.49
PP 73.17 73.17 73.17 73.01
S1 72.27 72.27 72.77 71.95
S2 71.63 71.63 72.63
S3 70.09 70.73 72.49
S4 68.55 69.19 72.06
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 9.5% 3.36 4.6% 80% False False 213,036
10 74.51 67.42 7.09 9.7% 2.70 3.7% 77% False False 187,571
20 74.51 64.69 9.82 13.5% 2.72 3.7% 84% False False 138,944
40 74.85 60.43 14.42 19.8% 2.57 3.5% 87% False False 87,529
60 75.27 60.43 14.84 20.4% 2.43 3.3% 84% False False 63,192
80 75.27 54.66 20.61 28.3% 2.27 3.1% 89% False False 49,861
100 75.27 53.00 22.27 30.5% 2.13 2.9% 89% False False 41,308
120 75.27 48.64 26.63 36.5% 2.07 2.8% 91% False False 35,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.62
2.618 78.10
1.618 76.56
1.000 75.61
0.618 75.02
HIGH 74.07
0.618 73.48
0.500 73.30
0.382 73.12
LOW 72.53
0.618 71.58
1.000 70.99
1.618 70.04
2.618 68.50
4.250 65.99
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 73.30 72.32
PP 73.17 71.72
S1 73.04 71.13

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

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