NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 74.07 74.62 0.55 0.7% 75.56
High 74.80 74.62 -0.18 -0.2% 76.15
Low 73.16 70.51 -2.65 -3.6% 71.45
Close 74.16 71.38 -2.78 -3.7% 74.16
Range 1.64 4.11 2.47 150.6% 4.70
ATR 2.41 2.53 0.12 5.0% 0.00
Volume 51,502 51,673 171 0.3% 283,942
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.50 82.05 73.64
R3 80.39 77.94 72.51
R2 76.28 76.28 72.13
R1 73.83 73.83 71.76 73.00
PP 72.17 72.17 72.17 71.76
S1 69.72 69.72 71.00 68.89
S2 68.06 68.06 70.63
S3 63.95 65.61 70.25
S4 59.84 61.50 69.12
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 70.51 5.64 7.9% 2.81 3.9% 15% False True 55,316
10 76.16 70.18 5.98 8.4% 2.67 3.7% 20% False False 57,225
20 76.87 69.87 7.00 9.8% 2.42 3.4% 22% False False 53,698
40 76.87 62.21 14.66 20.5% 2.40 3.4% 63% False False 49,921
60 76.87 62.21 14.66 20.5% 2.40 3.4% 63% False False 44,916
80 76.87 60.66 16.21 22.7% 2.31 3.2% 66% False False 41,278
100 76.87 54.92 21.95 30.8% 2.24 3.1% 75% False False 36,840
120 76.87 49.66 27.21 38.1% 2.30 3.2% 80% False False 34,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 92.09
2.618 85.38
1.618 81.27
1.000 78.73
0.618 77.16
HIGH 74.62
0.618 73.05
0.500 72.57
0.382 72.08
LOW 70.51
0.618 67.97
1.000 66.40
1.618 63.86
2.618 59.75
4.250 53.04
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 72.57 72.66
PP 72.17 72.23
S1 71.78 71.81

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

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