NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 75.86 74.48 -1.38 -1.8% 75.81
High 76.25 75.57 -0.68 -0.9% 77.45
Low 74.16 74.27 0.11 0.1% 74.19
Close 74.58 75.03 0.45 0.6% 75.71
Range 2.09 1.30 -0.79 -37.8% 3.26
ATR 1.99 1.94 -0.05 -2.5% 0.00
Volume 6,455 6,843 388 6.0% 52,978
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.86 78.24 75.75
R3 77.56 76.94 75.39
R2 76.26 76.26 75.27
R1 75.64 75.64 75.15 75.95
PP 74.96 74.96 74.96 75.11
S1 74.34 74.34 74.91 74.65
S2 73.66 73.66 74.79
S3 72.36 73.04 74.67
S4 71.06 71.74 74.32
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 74.16 3.29 4.4% 1.58 2.1% 26% False False 7,780
10 77.45 69.33 8.12 10.8% 1.98 2.6% 70% False False 9,587
20 77.45 65.94 11.51 15.3% 1.90 2.5% 79% False False 9,064
40 77.45 63.01 14.44 19.2% 1.82 2.4% 83% False False 7,209
60 77.45 63.01 14.44 19.2% 1.65 2.2% 83% False False 5,897
80 77.45 56.18 21.27 28.3% 1.55 2.1% 89% False False 4,902
100 77.45 56.18 21.27 28.3% 1.46 1.9% 89% False False 4,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.10
2.618 78.97
1.618 77.67
1.000 76.87
0.618 76.37
HIGH 75.57
0.618 75.07
0.500 74.92
0.382 74.77
LOW 74.27
0.618 73.47
1.000 72.97
1.618 72.17
2.618 70.87
4.250 68.75
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 74.99 75.22
PP 74.96 75.16
S1 74.92 75.09

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

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