NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 69.38 69.29 -0.09 -0.1% 74.62
High 70.62 69.81 -0.81 -1.1% 74.62
Low 68.93 68.21 -0.72 -1.0% 68.21
Close 69.15 69.08 -0.07 -0.1% 69.08
Range 1.69 1.60 -0.09 -5.3% 6.41
ATR 2.46 2.40 -0.06 -2.5% 0.00
Volume 55,163 61,516 6,353 11.5% 278,029
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.83 73.06 69.96
R3 72.23 71.46 69.52
R2 70.63 70.63 69.37
R1 69.86 69.86 69.23 69.45
PP 69.03 69.03 69.03 68.83
S1 68.26 68.26 68.93 67.85
S2 67.43 67.43 68.79
S3 65.83 66.66 68.64
S4 64.23 65.06 68.20
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 89.87 85.88 72.61
R3 83.46 79.47 70.84
R2 77.05 77.05 70.26
R1 73.06 73.06 69.67 71.85
PP 70.64 70.64 70.64 70.03
S1 66.65 66.65 68.49 65.44
S2 64.23 64.23 67.90
S3 57.82 60.24 67.32
S4 51.41 53.83 65.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.62 68.21 6.41 9.3% 2.47 3.6% 14% False True 55,605
10 76.15 68.21 7.94 11.5% 2.33 3.4% 11% False True 56,197
20 76.16 68.21 7.95 11.5% 2.43 3.5% 11% False True 53,621
40 76.87 62.21 14.66 21.2% 2.38 3.4% 47% False False 51,483
60 76.87 62.21 14.66 21.2% 2.43 3.5% 47% False False 46,188
80 76.87 60.66 16.21 23.5% 2.33 3.4% 52% False False 42,824
100 76.87 54.92 21.95 31.8% 2.24 3.2% 65% False False 38,412
120 76.87 54.32 22.55 32.6% 2.27 3.3% 65% False False 35,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.61
2.618 74.00
1.618 72.40
1.000 71.41
0.618 70.80
HIGH 69.81
0.618 69.20
0.500 69.01
0.382 68.82
LOW 68.21
0.618 67.22
1.000 66.61
1.618 65.62
2.618 64.02
4.250 61.41
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 69.06 69.42
PP 69.03 69.30
S1 69.01 69.19

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

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