NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 76.05 76.04 -0.01 0.0% 72.25
High 76.48 76.87 0.39 0.5% 73.46
Low 74.37 74.87 0.50 0.7% 67.58
Close 76.33 76.13 -0.20 -0.3% 73.20
Range 2.11 2.00 -0.11 -5.2% 5.88
ATR 2.48 2.44 -0.03 -1.4% 0.00
Volume 50,192 55,968 5,776 11.5% 223,995
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.96 81.04 77.23
R3 79.96 79.04 76.68
R2 77.96 77.96 76.50
R1 77.04 77.04 76.31 77.50
PP 75.96 75.96 75.96 76.19
S1 75.04 75.04 75.95 75.50
S2 73.96 73.96 75.76
S3 71.96 73.04 75.58
S4 69.96 71.04 75.03
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 76.87 69.54 7.33 9.6% 2.48 3.3% 90% True False 61,969
10 76.87 67.58 9.29 12.2% 2.53 3.3% 92% True False 54,465
20 76.87 62.21 14.66 19.3% 2.32 3.0% 95% True False 48,727
40 76.87 62.21 14.66 19.3% 2.43 3.2% 95% True False 42,378
60 76.87 60.66 16.21 21.3% 2.29 3.0% 95% True False 38,801
80 76.87 54.92 21.95 28.8% 2.19 2.9% 97% True False 34,187
100 76.87 52.35 24.52 32.2% 2.25 3.0% 97% True False 31,692
120 76.87 46.14 30.73 40.4% 2.31 3.0% 98% True False 30,171
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.37
2.618 82.11
1.618 80.11
1.000 78.87
0.618 78.11
HIGH 76.87
0.618 76.11
0.500 75.87
0.382 75.63
LOW 74.87
0.618 73.63
1.000 72.87
1.618 71.63
2.618 69.63
4.250 66.37
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 76.04 75.92
PP 75.96 75.70
S1 75.87 75.49

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

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