NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 74.47 75.15 0.68 0.9% 73.21
High 75.55 75.64 0.09 0.1% 76.87
Low 74.28 73.16 -1.12 -1.5% 72.86
Close 75.04 73.73 -1.31 -1.7% 74.91
Range 1.27 2.48 1.21 95.3% 4.01
ATR 2.33 2.35 0.01 0.4% 0.00
Volume 49,316 36,980 -12,336 -25.0% 300,935
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.62 80.15 75.09
R3 79.14 77.67 74.41
R2 76.66 76.66 74.18
R1 75.19 75.19 73.96 74.69
PP 74.18 74.18 74.18 73.92
S1 72.71 72.71 73.50 72.21
S2 71.70 71.70 73.28
S3 69.22 70.23 73.05
S4 66.74 67.75 72.37
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.91 84.92 77.12
R3 82.90 80.91 76.01
R2 78.89 78.89 75.65
R1 76.90 76.90 75.28 77.90
PP 74.88 74.88 74.88 75.38
S1 72.89 72.89 74.54 73.89
S2 70.87 70.87 74.17
S3 66.86 68.88 73.81
S4 62.85 64.87 72.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 73.16 3.71 5.0% 1.98 2.7% 15% False True 47,822
10 76.87 67.58 9.29 12.6% 2.59 3.5% 66% False False 53,655
20 76.87 63.80 13.07 17.7% 2.31 3.1% 76% False False 50,373
40 76.87 62.21 14.66 19.9% 2.43 3.3% 79% False False 42,824
60 76.87 60.77 16.10 21.8% 2.28 3.1% 80% False False 39,860
80 76.87 54.92 21.95 29.8% 2.20 3.0% 86% False False 35,357
100 76.87 54.92 21.95 29.8% 2.20 3.0% 86% False False 32,346
120 76.87 47.19 29.68 40.3% 2.27 3.1% 89% False False 30,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.18
2.618 82.13
1.618 79.65
1.000 78.12
0.618 77.17
HIGH 75.64
0.618 74.69
0.500 74.40
0.382 74.11
LOW 73.16
0.618 71.63
1.000 70.68
1.618 69.15
2.618 66.67
4.250 62.62
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 74.40 74.86
PP 74.18 74.48
S1 73.95 74.11

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

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