NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 75.08 75.01 -0.07 -0.1% 70.99
High 75.52 75.89 0.37 0.5% 72.63
Low 73.31 73.85 0.54 0.7% 66.41
Close 75.37 75.21 -0.16 -0.2% 72.40
Range 2.21 2.04 -0.17 -7.7% 6.22
ATR 2.47 2.44 -0.03 -1.2% 0.00
Volume 42,615 45,859 3,244 7.6% 159,203
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.10 80.20 76.33
R3 79.06 78.16 75.77
R2 77.02 77.02 75.58
R1 76.12 76.12 75.40 76.57
PP 74.98 74.98 74.98 75.21
S1 74.08 74.08 75.02 74.53
S2 72.94 72.94 74.84
S3 70.90 72.04 74.65
S4 68.86 70.00 74.09
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 75.89 68.47 7.42 9.9% 2.56 3.4% 91% True False 45,893
10 75.89 66.41 9.48 12.6% 2.58 3.4% 93% True False 38,868
20 75.89 61.38 14.51 19.3% 2.33 3.1% 95% True False 30,017
40 75.89 61.38 14.51 19.3% 2.33 3.1% 95% True False 19,564
60 75.89 59.95 15.94 21.2% 2.10 2.8% 96% True False 15,783
80 75.89 54.20 21.69 28.8% 1.89 2.5% 97% True False 13,168
100 75.89 52.40 23.49 31.2% 1.83 2.4% 97% True False 11,570
120 75.89 45.87 30.02 39.9% 1.83 2.4% 98% True False 10,384
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.56
2.618 81.23
1.618 79.19
1.000 77.93
0.618 77.15
HIGH 75.89
0.618 75.11
0.500 74.87
0.382 74.63
LOW 73.85
0.618 72.59
1.000 71.81
1.618 70.55
2.618 68.51
4.250 65.18
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 75.10 74.99
PP 74.98 74.76
S1 74.87 74.54

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

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