NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 75.02 76.05 1.03 1.4% 72.25
High 76.00 76.48 0.48 0.6% 73.46
Low 74.10 74.37 0.27 0.4% 67.58
Close 75.62 76.33 0.71 0.9% 73.20
Range 1.90 2.11 0.21 11.1% 5.88
ATR 2.51 2.48 -0.03 -1.1% 0.00
Volume 75,080 50,192 -24,888 -33.1% 223,995
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.06 81.30 77.49
R3 79.95 79.19 76.91
R2 77.84 77.84 76.72
R1 77.08 77.08 76.52 77.46
PP 75.73 75.73 75.73 75.92
S1 74.97 74.97 76.14 75.35
S2 73.62 73.62 75.94
S3 71.51 72.86 75.75
S4 69.40 70.75 75.17
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 76.48 67.80 8.68 11.4% 2.87 3.8% 98% True False 62,017
10 76.48 67.58 8.90 11.7% 2.57 3.4% 98% True False 55,086
20 76.48 62.21 14.27 18.7% 2.33 3.1% 99% True False 48,516
40 76.50 62.21 14.29 18.7% 2.41 3.2% 99% False False 41,725
60 76.50 60.66 15.84 20.8% 2.28 3.0% 99% False False 38,175
80 76.50 54.92 21.58 28.3% 2.19 2.9% 99% False False 33,664
100 76.50 50.50 26.00 34.1% 2.26 3.0% 99% False False 31,287
120 76.50 46.14 30.36 39.8% 2.31 3.0% 99% False False 29,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.45
2.618 82.00
1.618 79.89
1.000 78.59
0.618 77.78
HIGH 76.48
0.618 75.67
0.500 75.43
0.382 75.18
LOW 74.37
0.618 73.07
1.000 72.26
1.618 70.96
2.618 68.85
4.250 65.40
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 76.03 75.78
PP 75.73 75.22
S1 75.43 74.67

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

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