NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 74.54 76.25 1.71 2.3% 75.75
High 76.55 76.31 -0.24 -0.3% 76.28
Low 72.70 75.01 2.31 3.2% 72.61
Close 76.26 75.24 -1.02 -1.3% 72.80
Range 3.85 1.30 -2.55 -66.2% 3.67
ATR 2.23 2.17 -0.07 -3.0% 0.00
Volume 8,999 22,771 13,772 153.0% 43,234
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.42 78.63 75.96
R3 78.12 77.33 75.60
R2 76.82 76.82 75.48
R1 76.03 76.03 75.36 75.78
PP 75.52 75.52 75.52 75.39
S1 74.73 74.73 75.12 74.48
S2 74.22 74.22 75.00
S3 72.92 73.43 74.88
S4 71.62 72.13 74.53
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 76.55 70.75 5.80 7.7% 2.71 3.6% 77% False False 11,332
10 77.05 70.75 6.30 8.4% 2.14 2.8% 71% False False 9,735
20 77.45 68.55 8.90 11.8% 2.11 2.8% 75% False False 10,226
40 77.45 63.01 14.44 19.2% 1.95 2.6% 85% False False 8,343
60 77.45 63.01 14.44 19.2% 1.79 2.4% 85% False False 6,810
80 77.45 57.44 20.01 26.6% 1.69 2.2% 89% False False 5,593
100 77.45 56.18 21.27 28.3% 1.54 2.0% 90% False False 4,844
120 77.45 48.71 28.74 38.2% 1.52 2.0% 92% False False 4,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.84
2.618 79.71
1.618 78.41
1.000 77.61
0.618 77.11
HIGH 76.31
0.618 75.81
0.500 75.66
0.382 75.51
LOW 75.01
0.618 74.21
1.000 73.71
1.618 72.91
2.618 71.61
4.250 69.49
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 75.66 74.78
PP 75.52 74.31
S1 75.38 73.85

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

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