NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 73.97 71.35 -2.62 -3.5% 69.70
High 75.00 72.64 -2.36 -3.1% 74.72
Low 71.11 70.67 -0.44 -0.6% 67.42
Close 72.05 71.43 -0.62 -0.9% 73.89
Range 3.89 1.97 -1.92 -49.4% 7.30
ATR 2.67 2.62 -0.05 -1.9% 0.00
Volume 208,702 324,399 115,697 55.4% 1,144,984
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.49 76.43 72.51
R3 75.52 74.46 71.97
R2 73.55 73.55 71.79
R1 72.49 72.49 71.61 73.02
PP 71.58 71.58 71.58 71.85
S1 70.52 70.52 71.25 71.05
S2 69.61 69.61 71.07
S3 67.64 68.55 70.89
S4 65.67 66.58 70.35
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 75.00 70.67 4.33 6.1% 2.27 3.2% 18% False True 279,535
10 75.00 67.42 7.58 10.6% 2.86 4.0% 53% False False 227,058
20 75.00 64.82 10.18 14.3% 2.74 3.8% 65% False False 176,004
40 75.00 60.43 14.57 20.4% 2.49 3.5% 75% False False 111,222
60 75.27 60.43 14.84 20.8% 2.46 3.4% 74% False False 79,382
80 75.27 58.66 16.61 23.3% 2.32 3.3% 77% False False 62,143
100 75.27 53.00 22.27 31.2% 2.16 3.0% 83% False False 51,191
120 75.27 48.64 26.63 37.3% 2.10 2.9% 86% False False 43,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.01
2.618 77.80
1.618 75.83
1.000 74.61
0.618 73.86
HIGH 72.64
0.618 71.89
0.500 71.66
0.382 71.42
LOW 70.67
0.618 69.45
1.000 68.70
1.618 67.48
2.618 65.51
4.250 62.30
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 71.66 72.84
PP 71.58 72.37
S1 71.51 71.90

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

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