NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 73.71 75.48 1.77 2.4% 74.47
High 75.90 75.74 -0.16 -0.2% 75.97
Low 71.87 74.22 2.35 3.3% 71.68
Close 75.56 74.52 -1.04 -1.4% 72.00
Range 4.03 1.52 -2.51 -62.3% 4.29
ATR 2.59 2.52 -0.08 -3.0% 0.00
Volume 51,273 91,076 39,803 77.6% 233,816
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.39 78.47 75.36
R3 77.87 76.95 74.94
R2 76.35 76.35 74.80
R1 75.43 75.43 74.66 75.13
PP 74.83 74.83 74.83 74.68
S1 73.91 73.91 74.38 73.61
S2 73.31 73.31 74.24
S3 71.79 72.39 74.10
S4 70.27 70.87 73.68
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 75.90 69.87 6.03 8.1% 3.10 4.2% 77% False False 53,583
10 76.55 69.87 6.68 9.0% 2.50 3.4% 70% False False 50,192
20 76.87 67.58 9.29 12.5% 2.51 3.4% 75% False False 52,329
40 76.87 62.21 14.66 19.7% 2.47 3.3% 84% False False 46,662
60 76.87 62.21 14.66 19.7% 2.39 3.2% 84% False False 43,312
80 76.87 55.70 21.17 28.4% 2.27 3.0% 89% False False 38,297
100 76.87 54.92 21.95 29.5% 2.26 3.0% 89% False False 34,478
120 76.87 48.00 28.87 38.7% 2.28 3.1% 92% False False 32,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.20
2.618 79.72
1.618 78.20
1.000 77.26
0.618 76.68
HIGH 75.74
0.618 75.16
0.500 74.98
0.382 74.80
LOW 74.22
0.618 73.28
1.000 72.70
1.618 71.76
2.618 70.24
4.250 67.76
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 74.98 74.03
PP 74.83 73.53
S1 74.67 73.04

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

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