NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 76.25 75.08 -1.17 -1.5% 72.45
High 76.31 76.55 0.24 0.3% 76.55
Low 75.01 75.08 0.07 0.1% 70.75
Close 75.24 76.13 0.89 1.2% 76.13
Range 1.30 1.47 0.17 13.1% 5.80
ATR 2.17 2.12 -0.05 -2.3% 0.00
Volume 22,771 17,071 -5,700 -25.0% 62,595
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.33 79.70 76.94
R3 78.86 78.23 76.53
R2 77.39 77.39 76.40
R1 76.76 76.76 76.26 77.08
PP 75.92 75.92 75.92 76.08
S1 75.29 75.29 76.00 75.61
S2 74.45 74.45 75.86
S3 72.98 73.82 75.73
S4 71.51 72.35 75.32
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.88 89.80 79.32
R3 86.08 84.00 77.73
R2 80.28 80.28 77.19
R1 78.20 78.20 76.66 79.24
PP 74.48 74.48 74.48 75.00
S1 72.40 72.40 75.60 73.44
S2 68.68 68.68 75.07
S3 62.88 66.60 74.54
S4 57.08 60.80 72.94
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 7.6% 2.33 3.1% 93% True False 12,519
10 76.55 70.75 5.80 7.6% 2.11 2.8% 93% True False 10,582
20 77.45 68.55 8.90 11.7% 2.12 2.8% 85% False False 10,348
40 77.45 63.01 14.44 19.0% 1.95 2.6% 91% False False 8,665
60 77.45 63.01 14.44 19.0% 1.78 2.3% 91% False False 7,058
80 77.45 57.44 20.01 26.3% 1.70 2.2% 93% False False 5,798
100 77.45 56.18 21.27 27.9% 1.54 2.0% 94% False False 5,002
120 77.45 50.10 27.35 35.9% 1.52 2.0% 95% False False 4,526
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.80
2.618 80.40
1.618 78.93
1.000 78.02
0.618 77.46
HIGH 76.55
0.618 75.99
0.500 75.82
0.382 75.64
LOW 75.08
0.618 74.17
1.000 73.61
1.618 72.70
2.618 71.23
4.250 68.83
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 76.03 75.63
PP 75.92 75.13
S1 75.82 74.63

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

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