NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 73.55 72.88 -0.67 -0.9% 69.70
High 74.07 74.72 0.65 0.9% 74.72
Low 72.53 72.03 -0.50 -0.7% 67.42
Close 72.91 73.89 0.98 1.3% 73.89
Range 1.54 2.69 1.15 74.7% 7.30
ATR 2.68 2.68 0.00 0.0% 0.00
Volume 376,871 241,477 -135,394 -35.9% 1,144,984
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.62 80.44 75.37
R3 78.93 77.75 74.63
R2 76.24 76.24 74.38
R1 75.06 75.06 74.14 75.65
PP 73.55 73.55 73.55 73.84
S1 72.37 72.37 73.64 72.96
S2 70.86 70.86 73.40
S3 68.17 69.68 73.15
S4 65.48 66.99 72.41
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.91 91.20 77.91
R3 86.61 83.90 75.90
R2 79.31 79.31 75.23
R1 76.60 76.60 74.56 77.96
PP 72.01 72.01 72.01 72.69
S1 69.30 69.30 73.22 70.66
S2 64.71 64.71 72.55
S3 57.41 62.00 71.88
S4 50.11 54.70 69.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.72 67.42 7.30 9.9% 3.03 4.1% 89% True False 228,996
10 74.72 67.42 7.30 9.9% 2.75 3.7% 89% True False 199,537
20 74.72 64.69 10.03 13.6% 2.77 3.7% 92% True False 146,370
40 74.85 60.43 14.42 19.5% 2.58 3.5% 93% False False 93,007
60 75.27 60.43 14.84 20.1% 2.46 3.3% 91% False False 66,974
80 75.27 55.52 19.75 26.7% 2.29 3.1% 93% False False 52,766
100 75.27 53.00 22.27 30.1% 2.14 2.9% 94% False False 43,651
120 75.27 48.64 26.63 36.0% 2.08 2.8% 95% False False 37,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 81.76
1.618 79.07
1.000 77.41
0.618 76.38
HIGH 74.72
0.618 73.69
0.500 73.38
0.382 73.06
LOW 72.03
0.618 70.37
1.000 69.34
1.618 67.68
2.618 64.99
4.250 60.60
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 73.72 73.34
PP 73.55 72.80
S1 73.38 72.25

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

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