NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 73.79 74.69 0.90 1.2% 71.20
High 75.50 75.53 0.03 0.0% 75.50
Low 72.94 74.49 1.55 2.1% 68.90
Close 74.82 75.08 0.26 0.3% 74.82
Range 2.56 1.04 -1.52 -59.4% 6.60
ATR 2.55 2.44 -0.11 -4.2% 0.00
Volume 65,112 71,321 6,209 9.5% 293,786
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.15 77.66 75.65
R3 77.11 76.62 75.37
R2 76.07 76.07 75.27
R1 75.58 75.58 75.18 75.83
PP 75.03 75.03 75.03 75.16
S1 74.54 74.54 74.98 74.79
S2 73.99 73.99 74.89
S3 72.95 73.50 74.79
S4 71.91 72.46 74.51
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 92.87 90.45 78.45
R3 86.27 83.85 76.64
R2 79.67 79.67 76.03
R1 77.25 77.25 75.43 78.46
PP 73.07 73.07 73.07 73.68
S1 70.65 70.65 74.22 71.86
S2 66.47 66.47 73.61
S3 59.87 64.05 73.01
S4 53.27 57.45 71.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.53 69.28 6.25 8.3% 2.60 3.5% 93% True False 64,451
10 75.53 68.90 6.63 8.8% 2.58 3.4% 93% True False 58,839
20 75.89 66.41 9.48 12.6% 2.60 3.5% 91% False False 50,170
40 75.89 61.38 14.51 19.3% 2.44 3.3% 94% False False 34,334
60 75.89 61.38 14.51 19.3% 2.25 3.0% 94% False False 25,915
80 75.89 55.83 20.06 26.7% 2.09 2.8% 96% False False 21,089
100 75.89 54.20 21.69 28.9% 1.91 2.5% 96% False False 17,782
120 75.89 49.00 26.89 35.8% 1.89 2.5% 97% False False 15,611
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 79.95
2.618 78.25
1.618 77.21
1.000 76.57
0.618 76.17
HIGH 75.53
0.618 75.13
0.500 75.01
0.382 74.89
LOW 74.49
0.618 73.85
1.000 73.45
1.618 72.81
2.618 71.77
4.250 70.07
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 75.06 74.80
PP 75.03 74.52
S1 75.01 74.24

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

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