NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 76.25 76.00 -0.25 -0.3% 75.75
High 76.25 76.00 -0.25 -0.3% 76.28
Low 74.75 72.61 -2.14 -2.9% 72.61
Close 75.50 72.80 -2.70 -3.6% 72.80
Range 1.50 3.39 1.89 126.0% 3.67
ATR 1.91 2.02 0.11 5.5% 0.00
Volume 10,612 11,136 524 4.9% 43,234
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.97 81.78 74.66
R3 80.58 78.39 73.73
R2 77.19 77.19 73.42
R1 75.00 75.00 73.11 74.40
PP 73.80 73.80 73.80 73.51
S1 71.61 71.61 72.49 71.01
S2 70.41 70.41 72.18
S3 67.02 68.22 71.87
S4 63.63 64.83 70.94
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.91 82.52 74.82
R3 81.24 78.85 73.81
R2 77.57 77.57 73.47
R1 75.18 75.18 73.14 74.54
PP 73.90 73.90 73.90 73.58
S1 71.51 71.51 72.46 70.87
S2 70.23 70.23 72.13
S3 66.56 67.84 71.79
S4 62.89 64.17 70.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.28 72.61 3.67 5.0% 1.88 2.6% 5% False True 8,646
10 77.45 72.61 4.84 6.6% 1.80 2.5% 4% False True 9,621
20 77.45 68.55 8.90 12.2% 1.96 2.7% 48% False False 9,471
40 77.45 63.01 14.44 19.8% 1.86 2.6% 68% False False 7,503
60 77.45 63.01 14.44 19.8% 1.69 2.3% 68% False False 6,221
80 77.45 56.50 20.95 28.8% 1.59 2.2% 78% False False 5,135
100 77.45 56.18 21.27 29.2% 1.49 2.0% 78% False False 4,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 90.41
2.618 84.88
1.618 81.49
1.000 79.39
0.618 78.10
HIGH 76.00
0.618 74.71
0.500 74.31
0.382 73.90
LOW 72.61
0.618 70.51
1.000 69.22
1.618 67.12
2.618 63.73
4.250 58.20
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 74.31 74.43
PP 73.80 73.89
S1 73.30 73.34

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

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