NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 75.34 72.94 -2.40 -3.2% 72.04
High 76.15 74.08 -2.07 -2.7% 76.16
Low 72.61 72.13 -0.48 -0.7% 69.87
Close 73.51 72.98 -0.53 -0.7% 75.48
Range 3.54 1.95 -1.59 -44.9% 6.29
ATR 2.48 2.44 -0.04 -1.5% 0.00
Volume 47,058 64,277 17,219 36.6% 276,648
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.91 77.90 74.05
R3 76.96 75.95 73.52
R2 75.01 75.01 73.34
R1 74.00 74.00 73.16 74.51
PP 73.06 73.06 73.06 73.32
S1 72.05 72.05 72.80 72.56
S2 71.11 71.11 72.62
S3 69.16 70.10 72.44
S4 67.21 68.15 71.91
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 72.13 4.03 5.5% 2.08 2.9% 21% False True 63,327
10 76.16 69.87 6.29 8.6% 2.63 3.6% 49% False False 54,627
20 76.87 67.80 9.07 12.4% 2.51 3.4% 57% False False 54,677
40 76.87 62.21 14.66 20.1% 2.40 3.3% 73% False False 49,173
60 76.87 62.21 14.66 20.1% 2.40 3.3% 73% False False 44,785
80 76.87 60.51 16.36 22.4% 2.27 3.1% 76% False False 40,186
100 76.87 54.92 21.95 30.1% 2.24 3.1% 82% False False 35,695
120 76.87 49.46 27.41 37.6% 2.29 3.1% 86% False False 33,608
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.37
2.618 79.19
1.618 77.24
1.000 76.03
0.618 75.29
HIGH 74.08
0.618 73.34
0.500 73.11
0.382 72.87
LOW 72.13
0.618 70.92
1.000 70.18
1.618 68.97
2.618 67.02
4.250 63.84
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 73.11 74.14
PP 73.06 73.75
S1 73.02 73.37

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

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