NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 74.24 71.20 -3.04 -4.1% 73.70
High 74.90 71.20 -3.70 -4.9% 75.22
Low 70.75 68.90 -1.85 -2.6% 70.75
Close 71.06 70.24 -0.82 -1.2% 71.06
Range 4.15 2.30 -1.85 -44.6% 4.47
ATR 2.42 2.41 -0.01 -0.4% 0.00
Volume 56,709 42,851 -13,858 -24.4% 276,464
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.01 75.93 71.51
R3 74.71 73.63 70.87
R2 72.41 72.41 70.66
R1 71.33 71.33 70.45 70.72
PP 70.11 70.11 70.11 69.81
S1 69.03 69.03 70.03 68.42
S2 67.81 67.81 69.82
S3 65.51 66.73 69.61
S4 63.21 64.43 68.98
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.75 82.88 73.52
R3 81.28 78.41 72.29
R2 76.81 76.81 71.88
R1 73.94 73.94 71.47 73.14
PP 72.34 72.34 72.34 71.95
S1 69.47 69.47 70.65 68.67
S2 67.87 67.87 70.24
S3 63.40 65.00 69.83
S4 58.93 60.53 68.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.22 68.90 6.32 9.0% 2.55 3.6% 21% False True 53,227
10 75.89 68.90 6.99 10.0% 2.23 3.2% 19% False True 50,589
20 75.89 66.41 9.48 13.5% 2.43 3.5% 40% False False 41,831
40 75.89 61.38 14.51 20.7% 2.40 3.4% 61% False False 27,235
60 75.89 61.38 14.51 20.7% 2.17 3.1% 61% False False 21,162
80 75.89 54.20 21.69 30.9% 2.00 2.8% 74% False False 17,372
100 75.89 54.20 21.69 30.9% 1.85 2.6% 74% False False 14,781
120 75.89 47.48 28.41 40.4% 1.85 2.6% 80% False False 13,123
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.98
2.618 77.22
1.618 74.92
1.000 73.50
0.618 72.62
HIGH 71.20
0.618 70.32
0.500 70.05
0.382 69.78
LOW 68.90
0.618 67.48
1.000 66.60
1.618 65.18
2.618 62.88
4.250 59.13
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 70.18 72.06
PP 70.11 71.45
S1 70.05 70.85

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

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