NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 73.80 74.65 0.85 1.2% 73.21
High 74.83 75.97 1.14 1.5% 76.87
Low 73.09 74.02 0.93 1.3% 72.86
Close 74.24 74.75 0.51 0.7% 74.91
Range 1.74 1.95 0.21 12.1% 4.01
ATR 2.30 2.28 -0.03 -1.1% 0.00
Volume 48,259 52,795 4,536 9.4% 300,935
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.76 79.71 75.82
R3 78.81 77.76 75.29
R2 76.86 76.86 75.11
R1 75.81 75.81 74.93 76.34
PP 74.91 74.91 74.91 75.18
S1 73.86 73.86 74.57 74.39
S2 72.96 72.96 74.39
S3 71.01 71.91 74.21
S4 69.06 69.96 73.68
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 76.55 73.09 3.46 4.6% 1.90 2.5% 48% False False 46,801
10 76.87 69.54 7.33 9.8% 2.19 2.9% 71% False False 54,385
20 76.87 65.62 11.25 15.1% 2.29 3.1% 81% False False 50,653
40 76.87 62.21 14.66 19.6% 2.40 3.2% 86% False False 43,878
60 76.87 62.21 14.66 19.6% 2.27 3.0% 86% False False 40,821
80 76.87 54.92 21.95 29.4% 2.18 2.9% 90% False False 36,227
100 76.87 54.92 21.95 29.4% 2.20 2.9% 90% False False 32,850
120 76.87 48.00 28.87 38.6% 2.26 3.0% 93% False False 31,203
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 True
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.26
2.618 81.08
1.618 79.13
1.000 77.92
0.618 77.18
HIGH 75.97
0.618 75.23
0.500 75.00
0.382 74.76
LOW 74.02
0.618 72.81
1.000 72.07
1.618 70.86
2.618 68.91
4.250 65.73
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 75.00 74.68
PP 74.91 74.60
S1 74.83 74.53

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

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