NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 72.86 71.00 -1.86 -2.6% 73.75
High 73.52 73.36 -0.16 -0.2% 75.00
Low 71.78 69.13 -2.65 -3.7% 69.83
Close 72.74 69.96 -2.78 -3.8% 72.74
Range 1.74 4.23 2.49 143.1% 5.17
ATR 2.59 2.71 0.12 4.5% 0.00
Volume 272,730 239,217 -33,513 -12.3% 1,307,560
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.51 80.96 72.29
R3 79.28 76.73 71.12
R2 75.05 75.05 70.74
R1 72.50 72.50 70.35 71.66
PP 70.82 70.82 70.82 70.40
S1 68.27 68.27 69.57 67.43
S2 66.59 66.59 69.18
S3 62.36 64.04 68.80
S4 58.13 59.81 67.63
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.03 85.56 75.58
R3 82.86 80.39 74.16
R2 77.69 77.69 73.69
R1 75.22 75.22 73.21 73.87
PP 72.52 72.52 72.52 71.85
S1 70.05 70.05 72.27 68.70
S2 67.35 67.35 71.79
S3 62.18 64.88 71.32
S4 57.01 59.71 69.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.00 69.13 5.87 8.4% 2.99 4.3% 14% False True 260,109
10 75.00 67.94 7.06 10.1% 2.90 4.1% 29% False False 254,340
20 75.00 67.42 7.58 10.8% 2.61 3.7% 34% False False 199,239
40 75.00 60.43 14.57 20.8% 2.55 3.6% 65% False False 128,481
60 75.27 60.43 14.84 21.2% 2.49 3.6% 64% False False 91,207
80 75.27 59.20 16.07 23.0% 2.37 3.4% 67% False False 71,273
100 75.27 53.00 22.27 31.8% 2.20 3.1% 76% False False 58,620
120 75.27 49.73 25.54 36.5% 2.12 3.0% 79% False False 49,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 91.34
2.618 84.43
1.618 80.20
1.000 77.59
0.618 75.97
HIGH 73.36
0.618 71.74
0.500 71.25
0.382 70.75
LOW 69.13
0.618 66.52
1.000 64.90
1.618 62.29
2.618 58.06
4.250 51.15
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 71.25 71.33
PP 70.82 70.87
S1 70.39 70.42

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

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