NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 75.01 74.73 -0.28 -0.4% 72.50
High 75.89 75.69 -0.20 -0.3% 75.89
Low 73.85 73.64 -0.21 -0.3% 72.10
Close 75.21 74.08 -1.13 -1.5% 74.08
Range 2.04 2.05 0.01 0.5% 3.79
ATR 2.44 2.41 -0.03 -1.1% 0.00
Volume 45,859 41,263 -4,596 -10.0% 231,857
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.62 79.40 75.21
R3 78.57 77.35 74.64
R2 76.52 76.52 74.46
R1 75.30 75.30 74.27 74.89
PP 74.47 74.47 74.47 74.26
S1 73.25 73.25 73.89 72.84
S2 72.42 72.42 73.70
S3 70.37 71.20 73.52
S4 68.32 69.15 72.95
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.39 83.53 76.16
R3 81.60 79.74 75.12
R2 77.81 77.81 74.77
R1 75.95 75.95 74.43 76.88
PP 74.02 74.02 74.02 74.49
S1 72.16 72.16 73.73 73.09
S2 70.23 70.23 73.39
S3 66.44 68.37 73.04
S4 62.65 64.58 72.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.89 72.10 3.79 5.1% 2.14 2.9% 52% False False 46,371
10 75.89 66.41 9.48 12.8% 2.61 3.5% 81% False False 39,106
20 75.89 61.38 14.51 19.6% 2.34 3.2% 88% False False 31,429
40 75.89 61.38 14.51 19.6% 2.35 3.2% 88% False False 20,340
60 75.89 59.95 15.94 21.5% 2.10 2.8% 89% False False 16,354
80 75.89 54.20 21.69 29.3% 1.91 2.6% 92% False False 13,644
100 75.89 53.70 22.19 30.0% 1.82 2.5% 92% False False 11,948
120 75.89 45.87 30.02 40.5% 1.83 2.5% 94% False False 10,689
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.40
2.618 81.06
1.618 79.01
1.000 77.74
0.618 76.96
HIGH 75.69
0.618 74.91
0.500 74.67
0.382 74.42
LOW 73.64
0.618 72.37
1.000 71.59
1.618 70.32
2.618 68.27
4.250 64.93
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 74.67 74.60
PP 74.47 74.43
S1 74.28 74.25

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

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