NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 72.04 71.00 -1.04 -1.4% 74.47
High 72.06 73.85 1.79 2.5% 75.97
Low 69.87 70.18 0.31 0.4% 71.68
Close 71.22 73.17 1.95 2.7% 72.00
Range 2.19 3.67 1.48 67.6% 4.29
ATR 2.39 2.48 0.09 3.8% 0.00
Volume 40,007 39,097 -910 -2.3% 233,816
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.41 81.96 75.19
R3 79.74 78.29 74.18
R2 76.07 76.07 73.84
R1 74.62 74.62 73.51 75.35
PP 72.40 72.40 72.40 72.76
S1 70.95 70.95 72.83 71.68
S2 68.73 68.73 72.50
S3 65.06 67.28 72.16
S4 61.39 63.61 71.15
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 8.3% 2.73 3.7% 54% False False 45,324
10 76.87 69.87 7.00 9.6% 2.36 3.2% 47% False False 46,573
20 76.87 67.58 9.29 12.7% 2.46 3.4% 60% False False 50,385
40 76.87 62.21 14.66 20.0% 2.45 3.4% 75% False False 44,689
60 76.87 62.21 14.66 20.0% 2.36 3.2% 75% False False 41,775
80 76.87 54.92 21.95 30.0% 2.25 3.1% 83% False False 37,015
100 76.87 54.92 21.95 30.0% 2.25 3.1% 83% False False 33,342
120 76.87 48.00 28.87 39.5% 2.29 3.1% 87% False False 31,683
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 False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.45
2.618 83.46
1.618 79.79
1.000 77.52
0.618 76.12
HIGH 73.85
0.618 72.45
0.500 72.02
0.382 71.58
LOW 70.18
0.618 67.91
1.000 66.51
1.618 64.24
2.618 60.57
4.250 54.58
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 72.79 73.06
PP 72.40 72.94
S1 72.02 72.83

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

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