NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 74.73 73.70 -1.03 -1.4% 72.50
High 75.69 74.70 -0.99 -1.3% 75.89
Low 73.64 73.39 -0.25 -0.3% 72.10
Close 74.08 74.08 0.00 0.0% 74.08
Range 2.05 1.31 -0.74 -36.1% 3.79
ATR 2.41 2.33 -0.08 -3.3% 0.00
Volume 41,263 53,177 11,914 28.9% 231,857
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.99 77.34 74.80
R3 76.68 76.03 74.44
R2 75.37 75.37 74.32
R1 74.72 74.72 74.20 75.05
PP 74.06 74.06 74.06 74.22
S1 73.41 73.41 73.96 73.74
S2 72.75 72.75 73.84
S3 71.44 72.10 73.72
S4 70.13 70.79 73.36
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 73.19 2.70 3.6% 1.91 2.6% 33% False False 47,950
10 75.89 66.41 9.48 12.8% 2.63 3.5% 81% False False 41,502
20 75.89 62.26 13.63 18.4% 2.30 3.1% 87% False False 33,451
40 75.89 61.38 14.51 19.6% 2.35 3.2% 88% False False 21,454
60 75.89 59.95 15.94 21.5% 2.10 2.8% 89% False False 17,117
80 75.89 54.20 21.69 29.3% 1.92 2.6% 92% False False 14,269
100 75.89 54.20 21.69 29.3% 1.81 2.4% 92% False False 12,410
120 75.89 46.08 29.81 40.2% 1.83 2.5% 94% False False 11,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.27
2.618 78.13
1.618 76.82
1.000 76.01
0.618 75.51
HIGH 74.70
0.618 74.20
0.500 74.05
0.382 73.89
LOW 73.39
0.618 72.58
1.000 72.08
1.618 71.27
2.618 69.96
4.250 67.82
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 74.07 74.64
PP 74.06 74.45
S1 74.05 74.27

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

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