NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 71.20 70.11 -1.09 -1.5% 73.70
High 71.20 73.00 1.80 2.5% 75.22
Low 68.90 69.28 0.38 0.6% 70.75
Close 70.24 72.30 2.06 2.9% 71.06
Range 2.30 3.72 1.42 61.7% 4.47
ATR 2.41 2.50 0.09 3.9% 0.00
Volume 42,851 32,323 -10,528 -24.6% 276,464
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.69 81.21 74.35
R3 78.97 77.49 73.32
R2 75.25 75.25 72.98
R1 73.77 73.77 72.64 74.51
PP 71.53 71.53 71.53 71.90
S1 70.05 70.05 71.96 70.79
S2 67.81 67.81 71.62
S3 64.09 66.33 71.28
S4 60.37 62.61 70.25
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 8.7% 2.81 3.9% 54% False False 51,114
10 75.89 68.90 6.99 9.7% 2.41 3.3% 49% False False 48,137
20 75.89 66.41 9.48 13.1% 2.51 3.5% 62% False False 42,188
40 75.89 61.38 14.51 20.1% 2.42 3.3% 75% False False 27,815
60 75.89 61.38 14.51 20.1% 2.21 3.1% 75% False False 21,601
80 75.89 54.20 21.69 30.0% 2.02 2.8% 83% False False 17,727
100 75.89 54.20 21.69 30.0% 1.88 2.6% 83% False False 15,069
120 75.89 47.48 28.41 39.3% 1.86 2.6% 87% False False 13,354
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.81
2.618 82.74
1.618 79.02
1.000 76.72
0.618 75.30
HIGH 73.00
0.618 71.58
0.500 71.14
0.382 70.70
LOW 69.28
0.618 66.98
1.000 65.56
1.618 63.26
2.618 59.54
4.250 53.47
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 71.91 72.17
PP 71.53 72.03
S1 71.14 71.90

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

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