NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 74.62 71.01 -3.61 -4.8% 75.56
High 74.62 72.65 -1.97 -2.6% 76.15
Low 70.51 69.40 -1.11 -1.6% 71.45
Close 71.38 69.45 -1.93 -2.7% 74.16
Range 4.11 3.25 -0.86 -20.9% 4.70
ATR 2.53 2.58 0.05 2.0% 0.00
Volume 51,673 53,536 1,863 3.6% 283,942
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.25 78.10 71.24
R3 77.00 74.85 70.34
R2 73.75 73.75 70.05
R1 71.60 71.60 69.75 71.05
PP 70.50 70.50 70.50 70.23
S1 68.35 68.35 69.15 67.80
S2 67.25 67.25 68.85
S3 64.00 65.10 68.56
S4 60.75 61.85 67.66
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 74.80 69.40 5.40 7.8% 2.75 4.0% 1% False True 56,612
10 76.16 69.40 6.76 9.7% 2.62 3.8% 1% False True 58,669
20 76.87 69.40 7.47 10.8% 2.49 3.6% 1% False True 52,621
40 76.87 62.21 14.66 21.1% 2.42 3.5% 49% False False 50,113
60 76.87 62.21 14.66 21.1% 2.42 3.5% 49% False False 45,031
80 76.87 60.66 16.21 23.3% 2.33 3.4% 54% False False 41,484
100 76.87 54.92 21.95 31.6% 2.25 3.2% 66% False False 37,156
120 76.87 50.50 26.37 38.0% 2.29 3.3% 72% False False 34,598
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.46
2.618 81.16
1.618 77.91
1.000 75.90
0.618 74.66
HIGH 72.65
0.618 71.41
0.500 71.03
0.382 70.64
LOW 69.40
0.618 67.39
1.000 66.15
1.618 64.14
2.618 60.89
4.250 55.59
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 71.03 72.10
PP 70.50 71.22
S1 69.98 70.33

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

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