NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 69.85 67.70 -2.15 -3.1% 73.75
High 71.37 68.80 -2.57 -3.6% 75.00
Low 68.00 67.05 -0.95 -1.4% 69.83
Close 68.05 68.05 0.00 0.0% 72.74
Range 3.37 1.75 -1.62 -48.1% 5.17
ATR 2.76 2.68 -0.07 -2.6% 0.00
Volume 276,967 336,835 59,868 21.6% 1,307,560
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.22 72.38 69.01
R3 71.47 70.63 68.53
R2 69.72 69.72 68.37
R1 68.88 68.88 68.21 69.30
PP 67.97 67.97 67.97 68.18
S1 67.13 67.13 67.89 67.55
S2 66.22 66.22 67.73
S3 64.47 65.38 67.57
S4 62.72 63.63 67.09
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 73.52 67.05 6.47 9.5% 2.84 4.2% 15% False True 276,250
10 75.00 67.05 7.95 11.7% 2.55 3.8% 13% False True 277,892
20 75.00 67.05 7.95 11.7% 2.66 3.9% 13% False True 219,385
40 75.00 60.43 14.57 21.4% 2.55 3.8% 52% False False 142,208
60 75.27 60.43 14.84 21.8% 2.53 3.7% 51% False False 100,982
80 75.27 59.20 16.07 23.6% 2.39 3.5% 55% False False 78,715
100 75.27 53.00 22.27 32.7% 2.21 3.2% 68% False False 64,628
120 75.27 52.34 22.93 33.7% 2.13 3.1% 69% False False 55,009
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 0.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.24
2.618 73.38
1.618 71.63
1.000 70.55
0.618 69.88
HIGH 68.80
0.618 68.13
0.500 67.93
0.382 67.72
LOW 67.05
0.618 65.97
1.000 65.30
1.618 64.22
2.618 62.47
4.250 59.61
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 68.01 70.21
PP 67.97 69.49
S1 67.93 68.77

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

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