NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 73.50 73.45 -0.05 -0.1% 74.69
High 74.16 74.13 -0.03 0.0% 75.55
Low 72.44 69.81 -2.63 -3.6% 70.62
Close 73.46 70.66 -2.80 -3.8% 73.46
Range 1.72 4.32 2.60 151.2% 4.93
ATR 2.46 2.59 0.13 5.4% 0.00
Volume 59,606 57,261 -2,345 -3.9% 349,873
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.49 81.90 73.04
R3 80.17 77.58 71.85
R2 75.85 75.85 71.45
R1 73.26 73.26 71.06 72.40
PP 71.53 71.53 71.53 71.10
S1 68.94 68.94 70.26 68.08
S2 67.21 67.21 69.87
S3 62.89 64.62 69.47
S4 58.57 60.30 68.28
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.00 85.66 76.17
R3 83.07 80.73 74.82
R2 78.14 78.14 74.36
R1 75.80 75.80 73.91 74.51
PP 73.21 73.21 73.21 72.56
S1 70.87 70.87 73.01 69.58
S2 68.28 68.28 72.56
S3 63.35 65.94 72.10
S4 58.42 61.01 70.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.55 69.81 5.74 8.1% 2.92 4.1% 15% False True 67,162
10 75.55 69.28 6.27 8.9% 2.76 3.9% 22% False False 65,806
20 75.89 68.90 6.99 9.9% 2.50 3.5% 25% False False 58,198
40 75.89 61.38 14.51 20.5% 2.43 3.4% 64% False False 41,528
60 75.89 61.38 14.51 20.5% 2.34 3.3% 64% False False 30,567
80 75.89 59.95 15.94 22.6% 2.17 3.1% 67% False False 24,887
100 75.89 54.20 21.69 30.7% 1.99 2.8% 76% False False 20,880
120 75.89 49.44 26.45 37.4% 1.94 2.8% 80% False False 18,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 167 trading days
Fibonacci Retracements and Extensions
4.250 92.49
2.618 85.44
1.618 81.12
1.000 78.45
0.618 76.80
HIGH 74.13
0.618 72.48
0.500 71.97
0.382 71.46
LOW 69.81
0.618 67.14
1.000 65.49
1.618 62.82
2.618 58.50
4.250 51.45
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 71.97 71.99
PP 71.53 71.54
S1 71.10 71.10

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

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