NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 72.88 73.75 0.87 1.2% 69.70
High 74.72 74.81 0.09 0.1% 74.72
Low 72.03 73.57 1.54 2.1% 67.42
Close 73.89 74.37 0.48 0.6% 73.89
Range 2.69 1.24 -1.45 -53.9% 7.30
ATR 2.68 2.58 -0.10 -3.8% 0.00
Volume 241,477 246,228 4,751 2.0% 1,144,984
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.97 77.41 75.05
R3 76.73 76.17 74.71
R2 75.49 75.49 74.60
R1 74.93 74.93 74.48 75.21
PP 74.25 74.25 74.25 74.39
S1 73.69 73.69 74.26 73.97
S2 73.01 73.01 74.14
S3 71.77 72.45 74.03
S4 70.53 71.21 73.69
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 74.81 67.94 6.87 9.2% 2.81 3.8% 94% True False 248,571
10 74.81 67.42 7.39 9.9% 2.73 3.7% 94% True False 207,629
20 74.81 64.69 10.12 13.6% 2.77 3.7% 96% True False 155,812
40 74.85 60.43 14.42 19.4% 2.53 3.4% 97% False False 98,844
60 75.27 60.43 14.84 20.0% 2.45 3.3% 94% False False 70,897
80 75.27 58.40 16.87 22.7% 2.28 3.1% 95% False False 55,754
100 75.27 53.00 22.27 29.9% 2.14 2.9% 96% False False 46,027
120 75.27 48.64 26.63 35.8% 2.08 2.8% 97% False False 39,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.73
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 80.08
2.618 78.06
1.618 76.82
1.000 76.05
0.618 75.58
HIGH 74.81
0.618 74.34
0.500 74.19
0.382 74.04
LOW 73.57
0.618 72.80
1.000 72.33
1.618 71.56
2.618 70.32
4.250 68.30
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 74.31 74.05
PP 74.25 73.74
S1 74.19 73.42

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

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