NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 73.25 74.07 0.82 1.1% 75.56
High 74.25 74.80 0.55 0.7% 76.15
Low 71.45 73.16 1.71 2.4% 71.45
Close 73.87 74.16 0.29 0.4% 74.16
Range 2.80 1.64 -1.16 -41.4% 4.70
ATR 2.47 2.41 -0.06 -2.4% 0.00
Volume 62,073 51,502 -10,571 -17.0% 283,942
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.96 78.20 75.06
R3 77.32 76.56 74.61
R2 75.68 75.68 74.46
R1 74.92 74.92 74.31 75.30
PP 74.04 74.04 74.04 74.23
S1 73.28 73.28 74.01 73.66
S2 72.40 72.40 73.86
S3 70.76 71.64 73.71
S4 69.12 70.00 73.26
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.02 85.79 76.75
R3 83.32 81.09 75.45
R2 78.62 78.62 75.02
R1 76.39 76.39 74.59 75.16
PP 73.92 73.92 73.92 73.30
S1 71.69 71.69 73.73 70.46
S2 69.22 69.22 73.30
S3 64.52 66.99 72.87
S4 59.82 62.29 71.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.15 71.45 4.70 6.3% 2.18 2.9% 58% False False 56,788
10 76.16 69.87 6.29 8.5% 2.47 3.3% 68% False False 56,059
20 76.87 69.87 7.00 9.4% 2.34 3.2% 61% False False 54,767
40 76.87 62.21 14.66 19.8% 2.36 3.2% 82% False False 49,858
60 76.87 62.21 14.66 19.8% 2.37 3.2% 82% False False 44,848
80 76.87 60.66 16.21 21.9% 2.29 3.1% 83% False False 40,979
100 76.87 54.92 21.95 29.6% 2.24 3.0% 88% False False 36,502
120 76.87 49.46 27.41 37.0% 2.28 3.1% 90% False False 34,173
Crabel Price Patterns
NR True
NR4 True
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 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.77
2.618 79.09
1.618 77.45
1.000 76.44
0.618 75.81
HIGH 74.80
0.618 74.17
0.500 73.98
0.382 73.79
LOW 73.16
0.618 72.15
1.000 71.52
1.618 70.51
2.618 68.87
4.250 66.19
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 74.10 73.82
PP 74.04 73.47
S1 73.98 73.13

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

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