NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 68.78 68.70 -0.08 -0.1% 73.45
High 70.00 69.30 -0.70 -1.0% 74.13
Low 68.28 67.66 -0.62 -0.9% 67.66
Close 68.55 68.55 0.00 0.0% 68.55
Range 1.72 1.64 -0.08 -4.7% 6.47
ATR 2.52 2.46 -0.06 -2.5% 0.00
Volume 67,416 67,533 117 0.2% 324,154
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.42 72.63 69.45
R3 71.78 70.99 69.00
R2 70.14 70.14 68.85
R1 69.35 69.35 68.70 68.93
PP 68.50 68.50 68.50 68.29
S1 67.71 67.71 68.40 67.29
S2 66.86 66.86 68.25
S3 65.22 66.07 68.10
S4 63.58 64.43 67.65
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 89.52 85.51 72.11
R3 83.05 79.04 70.33
R2 76.58 76.58 69.74
R1 72.57 72.57 69.14 71.34
PP 70.11 70.11 70.11 69.50
S1 66.10 66.10 67.96 64.87
S2 63.64 63.64 67.36
S3 57.17 59.63 66.77
S4 50.70 53.16 64.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.13 67.66 6.47 9.4% 2.55 3.7% 14% False True 64,830
10 75.55 67.66 7.89 11.5% 2.40 3.5% 11% False True 67,402
20 75.55 67.66 7.89 11.5% 2.51 3.7% 11% False True 62,213
40 75.89 61.38 14.51 21.2% 2.42 3.5% 49% False False 46,821
60 75.89 61.38 14.51 21.2% 2.40 3.5% 49% False False 34,298
80 75.89 59.95 15.94 23.3% 2.20 3.2% 54% False False 27,819
100 75.89 54.20 21.69 31.6% 2.03 3.0% 66% False False 23,358
120 75.89 53.70 22.19 32.4% 1.94 2.8% 67% False False 20,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.27
2.618 73.59
1.618 71.95
1.000 70.94
0.618 70.31
HIGH 69.30
0.618 68.67
0.500 68.48
0.382 68.29
LOW 67.66
0.618 66.65
1.000 66.02
1.618 65.01
2.618 63.37
4.250 60.69
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 68.53 68.83
PP 68.50 68.74
S1 68.48 68.64

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

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