NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 74.69 74.71 0.02 0.0% 71.20
High 75.53 75.55 0.02 0.0% 75.50
Low 74.49 71.87 -2.62 -3.5% 68.90
Close 75.08 72.78 -2.30 -3.1% 74.82
Range 1.04 3.68 2.64 253.8% 6.60
ATR 2.44 2.53 0.09 3.6% 0.00
Volume 71,321 66,761 -4,560 -6.4% 293,786
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.44 82.29 74.80
R3 80.76 78.61 73.79
R2 77.08 77.08 73.45
R1 74.93 74.93 73.12 74.17
PP 73.40 73.40 73.40 73.02
S1 71.25 71.25 72.44 70.49
S2 69.72 69.72 72.11
S3 66.04 67.57 71.77
S4 62.36 63.89 70.76
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 75.55 70.99 4.56 6.3% 2.60 3.6% 39% True False 71,338
10 75.55 68.90 6.65 9.1% 2.70 3.7% 58% True False 61,226
20 75.89 66.41 9.48 13.0% 2.67 3.7% 67% False False 51,827
40 75.89 61.38 14.51 19.9% 2.45 3.4% 79% False False 35,841
60 75.89 61.38 14.51 19.9% 2.29 3.1% 79% False False 26,848
80 75.89 59.77 16.12 22.1% 2.10 2.9% 81% False False 21,875
100 75.89 54.20 21.69 29.8% 1.93 2.7% 86% False False 18,392
120 75.89 49.00 26.89 36.9% 1.91 2.6% 88% False False 16,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.19
2.618 85.18
1.618 81.50
1.000 79.23
0.618 77.82
HIGH 75.55
0.618 74.14
0.500 73.71
0.382 73.28
LOW 71.87
0.618 69.60
1.000 68.19
1.618 65.92
2.618 62.24
4.250 56.23
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 73.71 73.71
PP 73.40 73.40
S1 73.09 73.09

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

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