NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 69.97 69.97 0.00 0.0% 74.50
High 71.16 70.20 -0.96 -1.3% 75.15
Low 69.59 68.77 -0.82 -1.2% 68.77
Close 69.73 69.63 -0.10 -0.1% 69.63
Range 1.57 1.43 -0.14 -8.9% 6.38
ATR 2.18 2.13 -0.05 -2.5% 0.00
Volume 12,611 12,584 -27 -0.2% 53,371
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.82 73.16 70.42
R3 72.39 71.73 70.02
R2 70.96 70.96 69.89
R1 70.30 70.30 69.76 69.92
PP 69.53 69.53 69.53 69.34
S1 68.87 68.87 69.50 68.49
S2 68.10 68.10 69.37
S3 66.67 67.44 69.24
S4 65.24 66.01 68.84
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.32 86.36 73.14
R3 83.94 79.98 71.38
R2 77.56 77.56 70.80
R1 73.60 73.60 70.21 72.39
PP 71.18 71.18 71.18 70.58
S1 67.22 67.22 69.05 66.01
S2 64.80 64.80 68.46
S3 58.42 60.84 67.88
S4 52.04 54.46 66.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.15 68.77 6.38 9.2% 2.33 3.3% 13% False True 10,674
10 76.69 68.77 7.92 11.4% 2.17 3.1% 11% False True 10,793
20 76.69 68.77 7.92 11.4% 2.14 3.1% 11% False True 10,688
40 77.45 63.01 14.44 20.7% 2.04 2.9% 46% False False 9,833
60 77.45 63.01 14.44 20.7% 1.94 2.8% 46% False False 8,157
80 77.45 61.52 15.93 22.9% 1.77 2.5% 51% False False 6,894
100 77.45 56.18 21.27 30.5% 1.64 2.4% 63% False False 5,876
120 77.45 55.18 22.27 32.0% 1.57 2.3% 65% False False 5,229
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.28
2.618 73.94
1.618 72.51
1.000 71.63
0.618 71.08
HIGH 70.20
0.618 69.65
0.500 69.49
0.382 69.32
LOW 68.77
0.618 67.89
1.000 67.34
1.618 66.46
2.618 65.03
4.250 62.69
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 69.58 69.97
PP 69.53 69.85
S1 69.49 69.74

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

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