NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 75.75 73.68 -2.07 -2.7% 72.45
High 76.59 74.70 -1.89 -2.5% 76.55
Low 73.24 72.85 -0.39 -0.5% 70.75
Close 74.15 73.68 -0.47 -0.6% 76.13
Range 3.35 1.85 -1.50 -44.8% 5.80
ATR 2.12 2.10 -0.02 -0.9% 0.00
Volume 8,045 12,173 4,128 51.3% 62,595
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.29 78.34 74.70
R3 77.44 76.49 74.19
R2 75.59 75.59 74.02
R1 74.64 74.64 73.85 74.61
PP 73.74 73.74 73.74 73.73
S1 72.79 72.79 73.51 72.76
S2 71.89 71.89 73.34
S3 70.04 70.94 73.17
S4 68.19 69.09 72.66
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 72.85 3.84 5.2% 1.76 2.4% 22% False True 14,677
10 76.69 70.75 5.94 8.1% 2.26 3.1% 49% False False 11,788
20 77.45 69.33 8.12 11.0% 2.12 2.9% 54% False False 10,688
40 77.45 63.01 14.44 19.6% 1.92 2.6% 74% False False 9,030
60 77.45 63.01 14.44 19.6% 1.83 2.5% 74% False False 7,414
80 77.45 61.41 16.04 21.8% 1.70 2.3% 76% False False 6,159
100 77.45 56.18 21.27 28.9% 1.56 2.1% 82% False False 5,290
120 77.45 50.10 27.35 37.1% 1.55 2.1% 86% False False 4,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.56
2.618 79.54
1.618 77.69
1.000 76.55
0.618 75.84
HIGH 74.70
0.618 73.99
0.500 73.78
0.382 73.56
LOW 72.85
0.618 71.71
1.000 71.00
1.618 69.86
2.618 68.01
4.250 64.99
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 73.78 74.77
PP 73.74 74.41
S1 73.71 74.04

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

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