NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 76.49 75.75 -0.74 -1.0% 72.45
High 76.69 76.59 -0.10 -0.1% 76.55
Low 75.88 73.24 -2.64 -3.5% 70.75
Close 76.38 74.15 -2.23 -2.9% 76.13
Range 0.81 3.35 2.54 313.6% 5.80
ATR 2.02 2.12 0.09 4.7% 0.00
Volume 13,325 8,045 -5,280 -39.6% 62,595
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.71 82.78 75.99
R3 81.36 79.43 75.07
R2 78.01 78.01 74.76
R1 76.08 76.08 74.46 75.37
PP 74.66 74.66 74.66 74.31
S1 72.73 72.73 73.84 72.02
S2 71.31 71.31 73.54
S3 67.96 69.38 73.23
S4 64.61 66.03 72.31
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 72.70 3.99 5.4% 2.16 2.9% 36% False False 14,042
10 76.69 70.75 5.94 8.0% 2.20 3.0% 57% False False 11,255
20 77.45 68.55 8.90 12.0% 2.18 2.9% 63% False False 10,539
40 77.45 63.01 14.44 19.5% 1.96 2.6% 77% False False 8,883
60 77.45 63.01 14.44 19.5% 1.82 2.5% 77% False False 7,250
80 77.45 59.99 17.46 23.5% 1.70 2.3% 81% False False 6,033
100 77.45 56.18 21.27 28.7% 1.55 2.1% 84% False False 5,186
120 77.45 50.10 27.35 36.9% 1.55 2.1% 88% False False 4,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.83
2.618 85.36
1.618 82.01
1.000 79.94
0.618 78.66
HIGH 76.59
0.618 75.31
0.500 74.92
0.382 74.52
LOW 73.24
0.618 71.17
1.000 69.89
1.618 67.82
2.618 64.47
4.250 59.00
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 74.92 74.97
PP 74.66 74.69
S1 74.41 74.42

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

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