NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 76.00 72.45 -3.55 -4.7% 75.75
High 76.00 72.52 -3.48 -4.6% 76.28
Low 72.61 70.75 -1.86 -2.6% 72.61
Close 72.80 72.07 -0.73 -1.0% 72.80
Range 3.39 1.77 -1.62 -47.8% 3.67
ATR 2.02 2.02 0.00 0.1% 0.00
Volume 11,136 7,418 -3,718 -33.4% 43,234
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.09 76.35 73.04
R3 75.32 74.58 72.56
R2 73.55 73.55 72.39
R1 72.81 72.81 72.23 72.30
PP 71.78 71.78 71.78 71.52
S1 71.04 71.04 71.91 70.53
S2 70.01 70.01 71.75
S3 68.24 69.27 71.58
S4 66.47 67.50 71.10
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 76.25 70.75 5.50 7.6% 2.01 2.8% 24% False True 8,492
10 77.45 70.75 6.70 9.3% 1.80 2.5% 20% False True 9,201
20 77.45 68.55 8.90 12.3% 1.99 2.8% 40% False False 9,592
40 77.45 63.01 14.44 20.0% 1.86 2.6% 63% False False 7,653
60 77.45 63.01 14.44 20.0% 1.70 2.4% 63% False False 6,314
80 77.45 56.57 20.88 29.0% 1.60 2.2% 74% False False 5,196
100 77.45 56.18 21.27 29.5% 1.49 2.1% 75% False False 4,512
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.04
2.618 77.15
1.618 75.38
1.000 74.29
0.618 73.61
HIGH 72.52
0.618 71.84
0.500 71.64
0.382 71.43
LOW 70.75
0.618 69.66
1.000 68.98
1.618 67.89
2.618 66.12
4.250 63.23
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 71.93 73.50
PP 71.78 73.02
S1 71.64 72.55

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

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