NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 72.50 74.02 1.52 2.1% 70.99
High 74.59 75.11 0.52 0.7% 72.63
Low 72.10 73.19 1.09 1.5% 66.41
Close 74.27 74.69 0.42 0.6% 72.40
Range 2.49 1.92 -0.57 -22.9% 6.22
ATR 2.54 2.49 -0.04 -1.7% 0.00
Volume 45,281 56,839 11,558 25.5% 159,203
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.09 79.31 75.75
R3 78.17 77.39 75.22
R2 76.25 76.25 75.04
R1 75.47 75.47 74.87 75.86
PP 74.33 74.33 74.33 74.53
S1 73.55 73.55 74.51 73.94
S2 72.41 72.41 74.34
S3 70.49 71.63 74.16
S4 68.57 69.71 73.63
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.14 86.99 75.82
R3 82.92 80.77 74.11
R2 76.70 76.70 73.54
R1 74.55 74.55 72.97 75.63
PP 70.48 70.48 70.48 71.02
S1 68.33 68.33 71.83 69.41
S2 64.26 64.26 71.26
S3 58.04 62.11 70.69
S4 51.82 55.89 68.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.11 66.41 8.70 11.6% 3.28 4.4% 95% True False 39,695
10 75.11 66.41 8.70 11.6% 2.61 3.5% 95% True False 36,239
20 75.11 61.38 13.73 18.4% 2.34 3.1% 97% True False 27,051
40 75.83 61.38 14.45 19.3% 2.28 3.0% 92% False False 17,837
60 75.83 59.95 15.88 21.3% 2.07 2.8% 93% False False 14,531
80 75.83 54.20 21.63 29.0% 1.88 2.5% 95% False False 12,191
100 75.83 50.25 25.58 34.2% 1.82 2.4% 96% False False 10,740
120 75.83 45.87 29.96 40.1% 1.81 2.4% 96% False False 9,702
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.27
2.618 80.14
1.618 78.22
1.000 77.03
0.618 76.30
HIGH 75.11
0.618 74.38
0.500 74.15
0.382 73.92
LOW 73.19
0.618 72.00
1.000 71.27
1.618 70.08
2.618 68.16
4.250 65.03
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 74.51 73.72
PP 74.33 72.76
S1 74.15 71.79

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

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