NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 74.65 74.95 0.30 0.4% 74.47
High 75.97 75.78 -0.19 -0.3% 75.97
Low 74.02 71.68 -2.34 -3.2% 71.68
Close 74.75 72.00 -2.75 -3.7% 72.00
Range 1.95 4.10 2.15 110.3% 4.29
ATR 2.28 2.41 0.13 5.7% 0.00
Volume 52,795 46,466 -6,329 -12.0% 233,816
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.45 82.83 74.26
R3 81.35 78.73 73.13
R2 77.25 77.25 72.75
R1 74.63 74.63 72.38 73.89
PP 73.15 73.15 73.15 72.79
S1 70.53 70.53 71.62 69.79
S2 69.05 69.05 71.25
S3 64.95 66.43 70.87
S4 60.85 62.33 69.75
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.09 83.33 74.36
R3 81.80 79.04 73.18
R2 77.51 77.51 72.79
R1 74.75 74.75 72.39 73.99
PP 73.22 73.22 73.22 72.83
S1 70.46 70.46 71.61 69.70
S2 68.93 68.93 71.21
S3 64.64 66.17 70.82
S4 60.35 61.88 69.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.97 71.68 4.29 6.0% 2.31 3.2% 7% False True 46,763
10 76.87 71.68 5.19 7.2% 2.21 3.1% 6% False True 53,475
20 76.87 67.58 9.29 12.9% 2.36 3.3% 48% False False 50,390
40 76.87 62.21 14.66 20.4% 2.47 3.4% 67% False False 44,299
60 76.87 62.21 14.66 20.4% 2.31 3.2% 67% False False 41,258
80 76.87 54.92 21.95 30.5% 2.22 3.1% 78% False False 36,549
100 76.87 54.92 21.95 30.5% 2.23 3.1% 78% False False 33,094
120 76.87 48.00 28.87 40.1% 2.28 3.2% 83% False False 31,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 93.21
2.618 86.51
1.618 82.41
1.000 79.88
0.618 78.31
HIGH 75.78
0.618 74.21
0.500 73.73
0.382 73.25
LOW 71.68
0.618 69.15
1.000 67.58
1.618 65.05
2.618 60.95
4.250 54.26
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 73.73 73.83
PP 73.15 73.22
S1 72.58 72.61

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

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