NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 74.02 75.08 1.06 1.4% 70.99
High 75.11 75.52 0.41 0.5% 72.63
Low 73.19 73.31 0.12 0.2% 66.41
Close 74.69 75.37 0.68 0.9% 72.40
Range 1.92 2.21 0.29 15.1% 6.22
ATR 2.49 2.47 -0.02 -0.8% 0.00
Volume 56,839 42,615 -14,224 -25.0% 159,203
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.36 80.58 76.59
R3 79.15 78.37 75.98
R2 76.94 76.94 75.78
R1 76.16 76.16 75.57 76.55
PP 74.73 74.73 74.73 74.93
S1 73.95 73.95 75.17 74.34
S2 72.52 72.52 74.96
S3 70.31 71.74 74.76
S4 68.10 69.53 74.15
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 75.52 66.65 8.87 11.8% 2.96 3.9% 98% True False 44,135
10 75.52 66.41 9.11 12.1% 2.64 3.5% 98% True False 38,113
20 75.52 61.38 14.14 18.8% 2.33 3.1% 99% True False 28,554
40 75.83 61.38 14.45 19.2% 2.30 3.1% 97% False False 18,610
60 75.83 59.95 15.88 21.1% 2.09 2.8% 97% False False 15,105
80 75.83 54.20 21.63 28.7% 1.88 2.5% 98% False False 12,637
100 75.83 50.25 25.58 33.9% 1.83 2.4% 98% False False 11,135
120 75.83 45.87 29.96 39.8% 1.82 2.4% 98% False False 10,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.91
2.618 81.31
1.618 79.10
1.000 77.73
0.618 76.89
HIGH 75.52
0.618 74.68
0.500 74.42
0.382 74.15
LOW 73.31
0.618 71.94
1.000 71.10
1.618 69.73
2.618 67.52
4.250 63.92
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 75.05 74.85
PP 74.73 74.33
S1 74.42 73.81

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

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