NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 75.15 73.80 -1.35 -1.8% 73.21
High 75.64 74.83 -0.81 -1.1% 76.87
Low 73.16 73.09 -0.07 -0.1% 72.86
Close 73.73 74.24 0.51 0.7% 74.91
Range 2.48 1.74 -0.74 -29.8% 4.01
ATR 2.35 2.30 -0.04 -1.8% 0.00
Volume 36,980 48,259 11,279 30.5% 300,935
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.27 78.50 75.20
R3 77.53 76.76 74.72
R2 75.79 75.79 74.56
R1 75.02 75.02 74.40 75.41
PP 74.05 74.05 74.05 74.25
S1 73.28 73.28 74.08 73.67
S2 72.31 72.31 73.92
S3 70.57 71.54 73.76
S4 68.83 69.80 73.28
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 73.09 3.78 5.1% 1.91 2.6% 30% False True 47,435
10 76.87 67.80 9.07 12.2% 2.39 3.2% 71% False False 54,726
20 76.87 65.00 11.87 16.0% 2.28 3.1% 78% False False 50,759
40 76.87 62.21 14.66 19.7% 2.40 3.2% 82% False False 43,408
60 76.87 62.21 14.66 19.7% 2.27 3.1% 82% False False 40,191
80 76.87 54.92 21.95 29.6% 2.19 2.9% 88% False False 35,795
100 76.87 54.92 21.95 29.6% 2.21 3.0% 88% False False 32,555
120 76.87 47.81 29.06 39.1% 2.27 3.1% 91% False False 30,908
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.23
2.618 79.39
1.618 77.65
1.000 76.57
0.618 75.91
HIGH 74.83
0.618 74.17
0.500 73.96
0.382 73.75
LOW 73.09
0.618 72.01
1.000 71.35
1.618 70.27
2.618 68.53
4.250 65.70
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 74.15 74.37
PP 74.05 74.32
S1 73.96 74.28

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

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