NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 74.95 72.04 -2.91 -3.9% 74.47
High 75.78 72.06 -3.72 -4.9% 75.97
Low 71.68 69.87 -1.81 -2.5% 71.68
Close 72.00 71.22 -0.78 -1.1% 72.00
Range 4.10 2.19 -1.91 -46.6% 4.29
ATR 2.41 2.39 -0.02 -0.6% 0.00
Volume 46,466 40,007 -6,459 -13.9% 233,816
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.62 76.61 72.42
R3 75.43 74.42 71.82
R2 73.24 73.24 71.62
R1 72.23 72.23 71.42 71.64
PP 71.05 71.05 71.05 70.76
S1 70.04 70.04 71.02 69.45
S2 68.86 68.86 70.82
S3 66.67 67.85 70.62
S4 64.48 65.66 70.02
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 69.87 6.10 8.6% 2.49 3.5% 22% False True 44,901
10 76.87 69.87 7.00 9.8% 2.18 3.1% 19% False True 50,171
20 76.87 67.58 9.29 13.0% 2.38 3.3% 39% False False 50,435
40 76.87 62.21 14.66 20.6% 2.44 3.4% 61% False False 44,606
60 76.87 62.21 14.66 20.6% 2.32 3.3% 61% False False 41,482
80 76.87 54.92 21.95 30.8% 2.23 3.1% 74% False False 36,790
100 76.87 54.92 21.95 30.8% 2.23 3.1% 74% False False 33,242
120 76.87 48.00 28.87 40.5% 2.28 3.2% 80% False False 31,594
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.37
2.618 77.79
1.618 75.60
1.000 74.25
0.618 73.41
HIGH 72.06
0.618 71.22
0.500 70.97
0.382 70.71
LOW 69.87
0.618 68.52
1.000 67.68
1.618 66.33
2.618 64.14
4.250 60.56
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 71.14 72.92
PP 71.05 72.35
S1 70.97 71.79

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

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