NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 71.01 69.71 -1.30 -1.8% 75.56
High 72.65 70.11 -2.54 -3.5% 76.15
Low 69.40 68.41 -0.99 -1.4% 71.45
Close 69.45 69.33 -0.12 -0.2% 74.16
Range 3.25 1.70 -1.55 -47.7% 4.70
ATR 2.58 2.52 -0.06 -2.4% 0.00
Volume 53,536 56,141 2,605 4.9% 283,942
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.38 73.56 70.27
R3 72.68 71.86 69.80
R2 70.98 70.98 69.64
R1 70.16 70.16 69.49 69.72
PP 69.28 69.28 69.28 69.07
S1 68.46 68.46 69.17 68.02
S2 67.58 67.58 69.02
S3 65.88 66.76 68.86
S4 64.18 65.06 68.40
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 68.41 6.39 9.2% 2.70 3.9% 14% False True 54,985
10 76.16 68.41 7.75 11.2% 2.39 3.4% 12% False True 59,156
20 76.87 68.41 8.46 12.2% 2.47 3.6% 11% False True 52,919
40 76.87 62.21 14.66 21.1% 2.40 3.5% 49% False False 50,717
60 76.87 62.21 14.66 21.1% 2.43 3.5% 49% False False 45,456
80 76.87 60.66 16.21 23.4% 2.33 3.4% 53% False False 41,861
100 76.87 54.92 21.95 31.7% 2.24 3.2% 66% False False 37,515
120 76.87 50.50 26.37 38.0% 2.29 3.3% 71% False False 34,892
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 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.34
2.618 74.56
1.618 72.86
1.000 71.81
0.618 71.16
HIGH 70.11
0.618 69.46
0.500 69.26
0.382 69.06
LOW 68.41
0.618 67.36
1.000 66.71
1.618 65.66
2.618 63.96
4.250 61.19
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 69.31 71.52
PP 69.28 70.79
S1 69.26 70.06

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

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