NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 71.35 71.36 0.01 0.0% 69.70
High 72.64 72.95 0.31 0.4% 74.72
Low 70.67 69.83 -0.84 -1.2% 67.42
Close 71.43 72.49 1.06 1.5% 73.89
Range 1.97 3.12 1.15 58.4% 7.30
ATR 2.62 2.66 0.04 1.4% 0.00
Volume 324,399 255,501 -68,898 -21.2% 1,144,984
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.12 79.92 74.21
R3 78.00 76.80 73.35
R2 74.88 74.88 73.06
R1 73.68 73.68 72.78 74.28
PP 71.76 71.76 71.76 72.06
S1 70.56 70.56 72.20 71.16
S2 68.64 68.64 71.92
S3 65.52 67.44 71.63
S4 62.40 64.32 70.77
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 69.83 5.17 7.1% 2.58 3.6% 51% False True 255,261
10 75.00 67.42 7.58 10.5% 2.97 4.1% 67% False False 234,149
20 75.00 66.92 8.08 11.1% 2.68 3.7% 69% False False 183,769
40 75.00 60.43 14.57 20.1% 2.49 3.4% 83% False False 116,945
60 75.27 60.43 14.84 20.5% 2.46 3.4% 81% False False 83,229
80 75.27 59.20 16.07 22.2% 2.34 3.2% 83% False False 65,228
100 75.27 53.00 22.27 30.7% 2.18 3.0% 88% False False 53,684
120 75.27 48.64 26.63 36.7% 2.11 2.9% 90% False False 45,814
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 0.87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.21
2.618 81.12
1.618 78.00
1.000 76.07
0.618 74.88
HIGH 72.95
0.618 71.76
0.500 71.39
0.382 71.02
LOW 69.83
0.618 67.90
1.000 66.71
1.618 64.78
2.618 61.66
4.250 56.57
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 72.12 72.47
PP 71.76 72.44
S1 71.39 72.42

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

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