NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 71.00 73.71 2.71 3.8% 74.47
High 73.85 75.90 2.05 2.8% 75.97
Low 70.18 71.87 1.69 2.4% 71.68
Close 73.17 75.56 2.39 3.3% 72.00
Range 3.67 4.03 0.36 9.8% 4.29
ATR 2.48 2.59 0.11 4.5% 0.00
Volume 39,097 51,273 12,176 31.1% 233,816
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.53 85.08 77.78
R3 82.50 81.05 76.67
R2 78.47 78.47 76.30
R1 77.02 77.02 75.93 77.75
PP 74.44 74.44 74.44 74.81
S1 72.99 72.99 75.19 73.72
S2 70.41 70.41 74.82
S3 66.38 68.96 74.45
S4 62.35 64.93 73.34
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 8.1% 3.19 4.2% 93% False False 45,927
10 76.87 69.87 7.00 9.3% 2.55 3.4% 81% False False 46,681
20 76.87 67.58 9.29 12.3% 2.56 3.4% 86% False False 50,884
40 76.87 62.21 14.66 19.4% 2.48 3.3% 91% False False 45,018
60 76.87 62.21 14.66 19.4% 2.39 3.2% 91% False False 42,324
80 76.87 55.21 21.66 28.7% 2.27 3.0% 94% False False 37,373
100 76.87 54.92 21.95 29.0% 2.27 3.0% 94% False False 33,718
120 76.87 48.00 28.87 38.2% 2.30 3.1% 95% False False 31,874
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 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.03
2.618 86.45
1.618 82.42
1.000 79.93
0.618 78.39
HIGH 75.90
0.618 74.36
0.500 73.89
0.382 73.41
LOW 71.87
0.618 69.38
1.000 67.84
1.618 65.35
2.618 61.32
4.250 54.74
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 75.00 74.67
PP 74.44 73.78
S1 73.89 72.89

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

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