NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 69.71 69.38 -0.33 -0.5% 75.56
High 70.11 70.62 0.51 0.7% 76.15
Low 68.41 68.93 0.52 0.8% 71.45
Close 69.33 69.15 -0.18 -0.3% 74.16
Range 1.70 1.69 -0.01 -0.6% 4.70
ATR 2.52 2.46 -0.06 -2.4% 0.00
Volume 56,141 55,163 -978 -1.7% 283,942
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.64 73.58 70.08
R3 72.95 71.89 69.61
R2 71.26 71.26 69.46
R1 70.20 70.20 69.30 69.89
PP 69.57 69.57 69.57 69.41
S1 68.51 68.51 69.00 68.20
S2 67.88 67.88 68.84
S3 66.19 66.82 68.69
S4 64.50 65.13 68.22
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% 2.48 3.6% 12% False False 53,603
10 76.16 68.41 7.75 11.2% 2.41 3.5% 10% False False 55,565
20 76.55 68.41 8.14 11.8% 2.45 3.5% 9% False False 52,878
40 76.87 62.21 14.66 21.2% 2.39 3.5% 47% False False 50,803
60 76.87 62.21 14.66 21.2% 2.44 3.5% 47% False False 45,878
80 76.87 60.66 16.21 23.4% 2.33 3.4% 52% False False 42,320
100 76.87 54.92 21.95 31.7% 2.24 3.2% 65% False False 37,925
120 76.87 52.35 24.52 35.5% 2.28 3.3% 69% False False 35,223
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.80
2.618 75.04
1.618 73.35
1.000 72.31
0.618 71.66
HIGH 70.62
0.618 69.97
0.500 69.78
0.382 69.58
LOW 68.93
0.618 67.89
1.000 67.24
1.618 66.20
2.618 64.51
4.250 61.75
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 69.78 70.53
PP 69.57 70.07
S1 69.36 69.61

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

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