NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 75.56 75.34 -0.22 -0.3% 72.04
High 76.15 76.15 0.00 0.0% 76.16
Low 75.17 72.61 -2.56 -3.4% 69.87
Close 75.75 73.51 -2.24 -3.0% 75.48
Range 0.98 3.54 2.56 261.2% 6.29
ATR 2.40 2.48 0.08 3.4% 0.00
Volume 59,032 47,058 -11,974 -20.3% 276,648
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.71 82.65 75.46
R3 81.17 79.11 74.48
R2 77.63 77.63 74.16
R1 75.57 75.57 73.83 74.83
PP 74.09 74.09 74.09 73.72
S1 72.03 72.03 73.19 71.29
S2 70.55 70.55 72.86
S3 67.01 68.49 72.54
S4 63.47 64.95 71.56
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 71.87 4.29 5.8% 2.50 3.4% 38% False False 60,726
10 76.16 69.87 6.29 8.6% 2.61 3.6% 58% False False 53,025
20 76.87 67.58 9.29 12.6% 2.60 3.5% 64% False False 53,340
40 76.87 62.21 14.66 19.9% 2.45 3.3% 77% False False 48,206
60 76.87 62.21 14.66 19.9% 2.39 3.3% 77% False False 44,216
80 76.87 59.30 17.57 23.9% 2.27 3.1% 81% False False 39,668
100 76.87 54.92 21.95 29.9% 2.25 3.1% 85% False False 35,305
120 76.87 49.46 27.41 37.3% 2.28 3.1% 88% False False 33,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.20
2.618 85.42
1.618 81.88
1.000 79.69
0.618 78.34
HIGH 76.15
0.618 74.80
0.500 74.38
0.382 73.96
LOW 72.61
0.618 70.42
1.000 69.07
1.618 66.88
2.618 63.34
4.250 57.57
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 74.38 74.39
PP 74.09 74.09
S1 73.80 73.80

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

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