NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 74.71 72.10 -2.61 -3.5% 71.20
High 75.55 73.37 -2.18 -2.9% 75.50
Low 71.87 71.40 -0.47 -0.7% 68.90
Close 72.78 72.19 -0.59 -0.8% 74.82
Range 3.68 1.97 -1.71 -46.5% 6.60
ATR 2.53 2.49 -0.04 -1.6% 0.00
Volume 66,761 85,850 19,089 28.6% 293,786
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.23 77.18 73.27
R3 76.26 75.21 72.73
R2 74.29 74.29 72.55
R1 73.24 73.24 72.37 73.77
PP 72.32 72.32 72.32 72.58
S1 71.27 71.27 72.01 71.80
S2 70.35 70.35 71.83
S3 68.38 69.30 71.65
S4 66.41 67.33 71.11
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 71.40 4.15 5.7% 2.15 3.0% 19% False True 76,279
10 75.55 68.90 6.65 9.2% 2.72 3.8% 49% False False 64,155
20 75.89 66.65 9.24 12.8% 2.58 3.6% 60% False False 55,099
40 75.89 61.38 14.51 20.1% 2.41 3.3% 75% False False 37,825
60 75.89 61.38 14.51 20.1% 2.30 3.2% 75% False False 28,126
80 75.89 59.80 16.09 22.3% 2.11 2.9% 77% False False 22,874
100 75.89 54.20 21.69 30.0% 1.94 2.7% 83% False False 19,176
120 75.89 49.00 26.89 37.2% 1.92 2.7% 86% False False 16,802
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.74
2.618 78.53
1.618 76.56
1.000 75.34
0.618 74.59
HIGH 73.37
0.618 72.62
0.500 72.39
0.382 72.15
LOW 71.40
0.618 70.18
1.000 69.43
1.618 68.21
2.618 66.24
4.250 63.03
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 72.39 73.48
PP 72.32 73.05
S1 72.26 72.62

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

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