NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 76.32 75.75 -0.57 -0.7% 75.81
High 77.05 76.28 -0.77 -1.0% 77.45
Low 75.28 75.16 -0.12 -0.2% 74.19
Close 75.71 75.89 0.18 0.2% 75.71
Range 1.77 1.12 -0.65 -36.7% 3.26
ATR 2.05 1.99 -0.07 -3.2% 0.00
Volume 8,595 8,188 -407 -4.7% 52,978
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.14 78.63 76.51
R3 78.02 77.51 76.20
R2 76.90 76.90 76.10
R1 76.39 76.39 75.99 76.65
PP 75.78 75.78 75.78 75.90
S1 75.27 75.27 75.79 75.53
S2 74.66 74.66 75.68
S3 73.54 74.15 75.58
S4 72.42 73.03 75.27
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 74.99 2.46 3.2% 1.59 2.1% 37% False False 9,910
10 77.45 68.55 8.90 11.7% 2.15 2.8% 82% False False 10,218
20 77.45 63.75 13.70 18.1% 1.91 2.5% 89% False False 9,043
40 77.45 63.01 14.44 19.0% 1.84 2.4% 89% False False 7,032
60 77.45 61.52 15.93 21.0% 1.64 2.2% 90% False False 5,734
80 77.45 56.18 21.27 28.0% 1.53 2.0% 93% False False 4,755
100 77.45 56.18 21.27 28.0% 1.45 1.9% 93% False False 4,185
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.04
2.618 79.21
1.618 78.09
1.000 77.40
0.618 76.97
HIGH 76.28
0.618 75.85
0.500 75.72
0.382 75.59
LOW 75.16
0.618 74.47
1.000 74.04
1.618 73.35
2.618 72.23
4.250 70.40
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 75.83 76.31
PP 75.78 76.17
S1 75.72 76.03

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

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