NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 71.07 73.21 2.14 3.0% 72.25
High 73.46 75.33 1.87 2.5% 73.46
Low 69.54 72.86 3.32 4.8% 67.58
Close 73.20 75.06 1.86 2.5% 73.20
Range 3.92 2.47 -1.45 -37.0% 5.88
ATR 2.56 2.55 -0.01 -0.3% 0.00
Volume 55,567 73,039 17,472 31.4% 223,995
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.83 80.91 76.42
R3 79.36 78.44 75.74
R2 76.89 76.89 75.51
R1 75.97 75.97 75.29 76.43
PP 74.42 74.42 74.42 74.65
S1 73.50 73.50 74.83 73.96
S2 71.95 71.95 74.61
S3 69.48 71.03 74.38
S4 67.01 68.56 73.70
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.05 87.01 76.43
R3 83.17 81.13 74.82
R2 77.29 77.29 74.28
R1 75.25 75.25 73.74 76.27
PP 71.41 71.41 71.41 71.93
S1 69.37 69.37 72.66 70.39
S2 65.53 65.53 72.12
S3 59.65 63.49 71.58
S4 53.77 57.61 69.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.33 67.58 7.75 10.3% 3.26 4.3% 97% True False 52,511
10 75.33 67.58 7.75 10.3% 2.59 3.4% 97% True False 50,698
20 75.33 62.21 13.12 17.5% 2.37 3.2% 98% True False 46,144
40 76.50 62.21 14.29 19.0% 2.39 3.2% 90% False False 40,525
60 76.50 60.66 15.84 21.1% 2.27 3.0% 91% False False 37,138
80 76.50 54.92 21.58 28.8% 2.20 2.9% 93% False False 32,625
100 76.50 49.66 26.84 35.8% 2.27 3.0% 95% False False 30,539
120 76.50 46.14 30.36 40.4% 2.30 3.1% 95% False False 29,159
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 81.80
1.618 79.33
1.000 77.80
0.618 76.86
HIGH 75.33
0.618 74.39
0.500 74.10
0.382 73.80
LOW 72.86
0.618 71.33
1.000 70.39
1.618 68.86
2.618 66.39
4.250 62.36
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 74.74 73.90
PP 74.42 72.73
S1 74.10 71.57

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

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