NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 74.53 75.56 1.03 1.4% 72.04
High 76.16 76.15 -0.01 0.0% 76.16
Low 73.75 75.17 1.42 1.9% 69.87
Close 75.48 75.75 0.27 0.4% 75.48
Range 2.41 0.98 -1.43 -59.3% 6.29
ATR 2.51 2.40 -0.11 -4.4% 0.00
Volume 55,195 59,032 3,837 7.0% 276,648
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.63 78.17 76.29
R3 77.65 77.19 76.02
R2 76.67 76.67 75.93
R1 76.21 76.21 75.84 76.44
PP 75.69 75.69 75.69 75.81
S1 75.23 75.23 75.66 75.46
S2 74.71 74.71 75.57
S3 73.73 74.25 75.48
S4 72.75 73.27 75.21
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 70.18 5.98 7.9% 2.52 3.3% 93% False False 59,134
10 76.16 69.87 6.29 8.3% 2.51 3.3% 93% False False 52,018
20 76.87 67.58 9.29 12.3% 2.53 3.3% 88% False False 52,997
40 76.87 62.21 14.66 19.4% 2.45 3.2% 92% False False 47,619
60 76.87 62.21 14.66 19.4% 2.37 3.1% 92% False False 44,040
80 76.87 56.51 20.36 26.9% 2.27 3.0% 94% False False 39,251
100 76.87 54.92 21.95 29.0% 2.25 3.0% 95% False False 35,099
120 76.87 49.46 27.41 36.2% 2.27 3.0% 96% False False 33,096
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 80.32
2.618 78.72
1.618 77.74
1.000 77.13
0.618 76.76
HIGH 76.15
0.618 75.78
0.500 75.66
0.382 75.54
LOW 75.17
0.618 74.56
1.000 74.19
1.618 73.58
2.618 72.60
4.250 71.01
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 75.72 75.49
PP 75.69 75.22
S1 75.66 74.96

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

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