NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 72.45 72.20 -0.25 -0.3% 75.75
High 72.52 74.41 1.89 2.6% 76.28
Low 70.75 71.15 0.40 0.6% 72.61
Close 72.07 73.96 1.89 2.6% 72.80
Range 1.77 3.26 1.49 84.2% 3.67
ATR 2.02 2.11 0.09 4.4% 0.00
Volume 7,418 6,336 -1,082 -14.6% 43,234
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.95 81.72 75.75
R3 79.69 78.46 74.86
R2 76.43 76.43 74.56
R1 75.20 75.20 74.26 75.82
PP 73.17 73.17 73.17 73.48
S1 71.94 71.94 73.66 72.56
S2 69.91 69.91 73.36
S3 66.65 68.68 73.06
S4 63.39 65.42 72.17
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 7.4% 2.24 3.0% 58% False False 8,469
10 77.45 70.75 6.70 9.1% 1.94 2.6% 48% False False 8,233
20 77.45 68.55 8.90 12.0% 2.07 2.8% 61% False False 9,538
40 77.45 63.01 14.44 19.5% 1.90 2.6% 76% False False 7,712
60 77.45 63.01 14.44 19.5% 1.75 2.4% 76% False False 6,370
80 77.45 56.57 20.88 28.2% 1.64 2.2% 83% False False 5,246
100 77.45 56.18 21.27 28.8% 1.52 2.1% 84% False False 4,556
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.27
2.618 82.94
1.618 79.68
1.000 77.67
0.618 76.42
HIGH 74.41
0.618 73.16
0.500 72.78
0.382 72.40
LOW 71.15
0.618 69.14
1.000 67.89
1.618 65.88
2.618 62.62
4.250 57.30
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 73.57 73.77
PP 73.17 73.57
S1 72.78 73.38

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

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