NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 75.08 76.49 1.41 1.9% 72.45
High 76.55 76.69 0.14 0.2% 76.55
Low 75.08 75.88 0.80 1.1% 70.75
Close 76.13 76.38 0.25 0.3% 76.13
Range 1.47 0.81 -0.66 -44.9% 5.80
ATR 2.12 2.02 -0.09 -4.4% 0.00
Volume 17,071 13,325 -3,746 -21.9% 62,595
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.75 78.37 76.83
R3 77.94 77.56 76.60
R2 77.13 77.13 76.53
R1 76.75 76.75 76.45 76.54
PP 76.32 76.32 76.32 76.21
S1 75.94 75.94 76.31 75.73
S2 75.51 75.51 76.23
S3 74.70 75.13 76.16
S4 73.89 74.32 75.93
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 76.69 71.15 5.54 7.3% 2.14 2.8% 94% True False 13,700
10 76.69 70.75 5.94 7.8% 2.07 2.7% 95% True False 11,096
20 77.45 68.55 8.90 11.7% 2.11 2.8% 88% False False 10,657
40 77.45 63.01 14.44 18.9% 1.92 2.5% 93% False False 8,769
60 77.45 63.01 14.44 18.9% 1.78 2.3% 93% False False 7,184
80 77.45 57.44 20.01 26.2% 1.70 2.2% 95% False False 5,944
100 77.45 56.18 21.27 27.8% 1.54 2.0% 95% False False 5,123
120 77.45 50.10 27.35 35.8% 1.52 2.0% 96% False False 4,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 80.13
2.618 78.81
1.618 78.00
1.000 77.50
0.618 77.19
HIGH 76.69
0.618 76.38
0.500 76.29
0.382 76.19
LOW 75.88
0.618 75.38
1.000 75.07
1.618 74.57
2.618 73.76
4.250 72.44
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 76.35 76.20
PP 76.32 76.03
S1 76.29 75.85

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

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