NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 72.10 72.17 0.07 0.1% 71.20
High 73.37 73.52 0.15 0.2% 75.50
Low 71.40 70.62 -0.78 -1.1% 68.90
Close 72.19 73.14 0.95 1.3% 74.82
Range 1.97 2.90 0.93 47.2% 6.60
ATR 2.49 2.52 0.03 1.2% 0.00
Volume 85,850 66,335 -19,515 -22.7% 293,786
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.13 80.03 74.74
R3 78.23 77.13 73.94
R2 75.33 75.33 73.67
R1 74.23 74.23 73.41 74.78
PP 72.43 72.43 72.43 72.70
S1 71.33 71.33 72.87 71.88
S2 69.53 69.53 72.61
S3 66.63 68.43 72.34
S4 63.73 65.53 71.55
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 70.62 4.93 6.7% 2.43 3.3% 51% False True 71,075
10 75.55 68.90 6.65 9.1% 2.80 3.8% 64% False False 64,076
20 75.89 68.47 7.42 10.1% 2.53 3.5% 63% False False 56,562
40 75.89 61.38 14.51 19.8% 2.41 3.3% 81% False False 39,262
60 75.89 61.38 14.51 19.8% 2.30 3.2% 81% False False 29,081
80 75.89 59.95 15.94 21.8% 2.14 2.9% 83% False False 23,606
100 75.89 54.20 21.69 29.7% 1.96 2.7% 87% False False 19,801
120 75.89 49.00 26.89 36.8% 1.92 2.6% 90% False False 17,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 81.11
1.618 78.21
1.000 76.42
0.618 75.31
HIGH 73.52
0.618 72.41
0.500 72.07
0.382 71.73
LOW 70.62
0.618 68.83
1.000 67.72
1.618 65.93
2.618 63.03
4.250 58.30
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 72.78 73.12
PP 72.43 73.10
S1 72.07 73.09

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

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