NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 72.99 73.90 0.91 1.2% 72.50
High 73.94 75.22 1.28 1.7% 75.89
Low 72.12 73.18 1.06 1.5% 72.10
Close 73.36 73.87 0.51 0.7% 74.08
Range 1.82 2.04 0.22 12.1% 3.79
ATR 2.31 2.29 -0.02 -0.8% 0.00
Volume 56,557 67,131 10,574 18.7% 231,857
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.21 79.08 74.99
R3 78.17 77.04 74.43
R2 76.13 76.13 74.24
R1 75.00 75.00 74.06 74.55
PP 74.09 74.09 74.09 73.86
S1 72.96 72.96 73.68 72.51
S2 72.05 72.05 73.50
S3 70.01 70.92 73.31
S4 67.97 68.88 72.75
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 75.69 72.12 3.57 4.8% 1.94 2.6% 49% False False 52,203
10 75.89 68.47 7.42 10.0% 2.25 3.0% 73% False False 49,048
20 75.89 64.62 11.27 15.3% 2.33 3.2% 82% False False 38,890
40 75.89 61.38 14.51 19.6% 2.34 3.2% 86% False False 25,131
60 75.89 61.38 14.51 19.6% 2.10 2.8% 86% False False 19,668
80 75.89 54.20 21.69 29.4% 1.94 2.6% 91% False False 16,256
100 75.89 54.20 21.69 29.4% 1.81 2.5% 91% False False 13,925
120 75.89 47.48 28.41 38.5% 1.83 2.5% 93% False False 12,399
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.89
2.618 80.56
1.618 78.52
1.000 77.26
0.618 76.48
HIGH 75.22
0.618 74.44
0.500 74.20
0.382 73.96
LOW 73.18
0.618 71.92
1.000 71.14
1.618 69.88
2.618 67.84
4.250 64.51
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 74.20 73.80
PP 74.09 73.74
S1 73.98 73.67

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

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