NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 75.48 74.53 -0.95 -1.3% 72.04
High 75.74 76.16 0.42 0.6% 76.16
Low 74.22 73.75 -0.47 -0.6% 69.87
Close 74.52 75.48 0.96 1.3% 75.48
Range 1.52 2.41 0.89 58.6% 6.29
ATR 2.52 2.51 -0.01 -0.3% 0.00
Volume 91,076 55,195 -35,881 -39.4% 276,648
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.36 81.33 76.81
R3 79.95 78.92 76.14
R2 77.54 77.54 75.92
R1 76.51 76.51 75.70 77.03
PP 75.13 75.13 75.13 75.39
S1 74.10 74.10 75.26 74.62
S2 72.72 72.72 75.04
S3 70.31 71.69 74.82
S4 67.90 69.28 74.15
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 92.71 90.38 78.94
R3 86.42 84.09 77.21
R2 80.13 80.13 76.63
R1 77.80 77.80 76.06 78.97
PP 73.84 73.84 73.84 74.42
S1 71.51 71.51 74.90 72.68
S2 67.55 67.55 74.33
S3 61.26 65.22 73.75
S4 54.97 58.93 72.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.16 69.87 6.29 8.3% 2.76 3.7% 89% True False 55,329
10 76.16 69.87 6.29 8.3% 2.54 3.4% 89% True False 51,046
20 76.87 67.58 9.29 12.3% 2.55 3.4% 85% False False 51,769
40 76.87 62.21 14.66 19.4% 2.48 3.3% 91% False False 47,287
60 76.87 62.21 14.66 19.4% 2.38 3.2% 91% False False 43,691
80 76.87 56.46 20.41 27.0% 2.28 3.0% 93% False False 38,815
100 76.87 54.92 21.95 29.1% 2.26 3.0% 94% False False 34,798
120 76.87 48.76 28.11 37.2% 2.29 3.0% 95% False False 32,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.40
2.618 82.47
1.618 80.06
1.000 78.57
0.618 77.65
HIGH 76.16
0.618 75.24
0.500 74.96
0.382 74.67
LOW 73.75
0.618 72.26
1.000 71.34
1.618 69.85
2.618 67.44
4.250 63.51
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 75.31 74.99
PP 75.13 74.50
S1 74.96 74.02

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

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