NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 73.45 70.54 -2.91 -4.0% 74.69
High 74.13 72.00 -2.13 -2.9% 75.55
Low 69.81 68.67 -1.14 -1.6% 70.62
Close 70.66 68.72 -1.94 -2.7% 73.46
Range 4.32 3.33 -0.99 -22.9% 4.93
ATR 2.59 2.65 0.05 2.0% 0.00
Volume 57,261 66,454 9,193 16.1% 349,873
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.79 77.58 70.55
R3 76.46 74.25 69.64
R2 73.13 73.13 69.33
R1 70.92 70.92 69.03 70.36
PP 69.80 69.80 69.80 69.52
S1 67.59 67.59 68.41 67.03
S2 66.47 66.47 68.11
S3 63.14 64.26 67.80
S4 59.81 60.93 66.89
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 74.16 68.67 5.49 8.0% 2.85 4.1% 1% False True 67,101
10 75.55 68.67 6.88 10.0% 2.72 4.0% 1% False True 69,220
20 75.89 68.67 7.22 10.5% 2.57 3.7% 1% False True 58,678
40 75.89 61.38 14.51 21.1% 2.46 3.6% 51% False False 42,865
60 75.89 61.38 14.51 21.1% 2.37 3.5% 51% False False 31,451
80 75.89 59.95 15.94 23.2% 2.19 3.2% 55% False False 25,568
100 75.89 54.20 21.69 31.6% 2.01 2.9% 67% False False 21,488
120 75.89 50.25 25.64 37.3% 1.95 2.8% 72% False False 18,730
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 80.72
1.618 77.39
1.000 75.33
0.618 74.06
HIGH 72.00
0.618 70.73
0.500 70.34
0.382 69.94
LOW 68.67
0.618 66.61
1.000 65.34
1.618 63.28
2.618 59.95
4.250 54.52
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 70.34 71.42
PP 69.80 70.52
S1 69.26 69.62

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

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