NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 77.41 76.32 -1.09 -1.4% 75.81
High 77.45 77.05 -0.40 -0.5% 77.45
Low 75.81 75.28 -0.53 -0.7% 74.19
Close 76.94 75.71 -1.23 -1.6% 75.71
Range 1.64 1.77 0.13 7.9% 3.26
ATR 2.07 2.05 -0.02 -1.0% 0.00
Volume 8,819 8,595 -224 -2.5% 52,978
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.32 80.29 76.68
R3 79.55 78.52 76.20
R2 77.78 77.78 76.03
R1 76.75 76.75 75.87 76.38
PP 76.01 76.01 76.01 75.83
S1 74.98 74.98 75.55 74.61
S2 74.24 74.24 75.39
S3 72.47 73.21 75.22
S4 70.70 71.44 74.74
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.56 83.90 77.50
R3 82.30 80.64 76.61
R2 79.04 79.04 76.31
R1 77.38 77.38 76.01 76.58
PP 75.78 75.78 75.78 75.39
S1 74.12 74.12 75.41 73.32
S2 72.52 72.52 75.11
S3 69.26 70.86 74.81
S4 66.00 67.60 73.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.45 74.19 3.26 4.3% 1.73 2.3% 47% False False 10,595
10 77.45 68.55 8.90 11.8% 2.14 2.8% 80% False False 10,114
20 77.45 63.01 14.44 19.1% 1.95 2.6% 88% False False 8,977
40 77.45 63.01 14.44 19.1% 1.83 2.4% 88% False False 6,892
60 77.45 61.52 15.93 21.0% 1.64 2.2% 89% False False 5,630
80 77.45 56.18 21.27 28.1% 1.52 2.0% 92% False False 4,673
100 77.45 55.18 22.27 29.4% 1.46 1.9% 92% False False 4,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.57
2.618 81.68
1.618 79.91
1.000 78.82
0.618 78.14
HIGH 77.05
0.618 76.37
0.500 76.17
0.382 75.96
LOW 75.28
0.618 74.19
1.000 73.51
1.618 72.42
2.618 70.65
4.250 67.76
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 76.17 76.37
PP 76.01 76.15
S1 75.86 75.93

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

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