NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 72.94 73.25 0.31 0.4% 72.04
High 74.08 74.25 0.17 0.2% 76.16
Low 72.13 71.45 -0.68 -0.9% 69.87
Close 72.98 73.87 0.89 1.2% 75.48
Range 1.95 2.80 0.85 43.6% 6.29
ATR 2.44 2.47 0.03 1.0% 0.00
Volume 64,277 62,073 -2,204 -3.4% 276,648
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.59 80.53 75.41
R3 78.79 77.73 74.64
R2 75.99 75.99 74.38
R1 74.93 74.93 74.13 75.46
PP 73.19 73.19 73.19 73.46
S1 72.13 72.13 73.61 72.66
S2 70.39 70.39 73.36
S3 67.59 69.33 73.10
S4 64.79 66.53 72.33
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 71.45 4.71 6.4% 2.34 3.2% 51% False True 57,527
10 76.16 69.87 6.29 8.5% 2.72 3.7% 64% False False 55,555
20 76.87 69.54 7.33 9.9% 2.45 3.3% 59% False False 54,970
40 76.87 62.21 14.66 19.8% 2.40 3.2% 80% False False 49,738
60 76.87 62.21 14.66 19.8% 2.39 3.2% 80% False False 44,956
80 76.87 60.54 16.33 22.1% 2.29 3.1% 82% False False 40,612
100 76.87 54.92 21.95 29.7% 2.24 3.0% 86% False False 36,163
120 76.87 49.46 27.41 37.1% 2.29 3.1% 89% False False 33,961
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 81.58
1.618 78.78
1.000 77.05
0.618 75.98
HIGH 74.25
0.618 73.18
0.500 72.85
0.382 72.52
LOW 71.45
0.618 69.72
1.000 68.65
1.618 66.92
2.618 64.12
4.250 59.55
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 73.53 73.85
PP 73.19 73.82
S1 72.85 73.80

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

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