NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 67.70 68.15 0.45 0.7% 73.75
High 68.80 69.40 0.60 0.9% 75.00
Low 67.05 67.66 0.61 0.9% 69.83
Close 68.05 67.96 -0.09 -0.1% 72.74
Range 1.75 1.74 -0.01 -0.6% 5.17
ATR 2.68 2.62 -0.07 -2.5% 0.00
Volume 336,835 269,497 -67,338 -20.0% 1,307,560
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.56 72.50 68.92
R3 71.82 70.76 68.44
R2 70.08 70.08 68.28
R1 69.02 69.02 68.12 68.68
PP 68.34 68.34 68.34 68.17
S1 67.28 67.28 67.80 66.94
S2 66.60 66.60 67.64
S3 64.86 65.54 67.48
S4 63.12 63.80 67.00
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% 2.57 3.8% 14% False False 279,049
10 75.00 67.05 7.95 11.7% 2.57 3.8% 11% False False 267,155
20 75.00 67.05 7.95 11.7% 2.64 3.9% 11% False False 227,363
40 75.00 60.43 14.57 21.4% 2.54 3.7% 52% False False 147,979
60 75.00 60.43 14.57 21.4% 2.53 3.7% 52% False False 105,172
80 75.27 59.20 16.07 23.6% 2.39 3.5% 55% False False 81,967
100 75.27 53.00 22.27 32.8% 2.22 3.3% 67% False False 67,267
120 75.27 53.00 22.27 32.8% 2.13 3.1% 67% False False 57,215
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 76.80
2.618 73.96
1.618 72.22
1.000 71.14
0.618 70.48
HIGH 69.40
0.618 68.74
0.500 68.53
0.382 68.32
LOW 67.66
0.618 66.58
1.000 65.92
1.618 64.84
2.618 63.10
4.250 60.27
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 68.53 69.21
PP 68.34 68.79
S1 68.15 68.38

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

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