NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 77.91 77.71 -0.20 -0.3% 76.53
High 77.98 78.00 0.02 0.0% 78.00
Low 77.11 76.44 -0.67 -0.9% 75.65
Close 77.69 76.44 -1.25 -1.6% 76.44
Range 0.87 1.56 0.69 79.3% 2.35
ATR 1.71 1.70 -0.01 -0.6% 0.00
Volume 5,945 5,698 -247 -4.2% 31,261
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.64 80.60 77.30
R3 80.08 79.04 76.87
R2 78.52 78.52 76.73
R1 77.48 77.48 76.58 77.22
PP 76.96 76.96 76.96 76.83
S1 75.92 75.92 76.30 75.66
S2 75.40 75.40 76.15
S3 73.84 74.36 76.01
S4 72.28 72.80 75.58
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.75 82.44 77.73
R3 81.40 80.09 77.09
R2 79.05 79.05 76.87
R1 77.74 77.74 76.66 77.22
PP 76.70 76.70 76.70 76.44
S1 75.39 75.39 76.22 74.87
S2 74.35 74.35 76.01
S3 72.00 73.04 75.79
S4 69.65 70.69 75.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 75.65 2.35 3.1% 1.24 1.6% 34% True False 6,252
10 78.00 69.73 8.27 10.8% 1.58 2.1% 81% True False 5,790
20 78.00 63.61 14.39 18.8% 1.39 1.8% 89% True False 5,043
40 78.00 63.61 14.39 18.8% 1.16 1.5% 89% True False 3,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.63
2.618 82.08
1.618 80.52
1.000 79.56
0.618 78.96
HIGH 78.00
0.618 77.40
0.500 77.22
0.382 77.04
LOW 76.44
0.618 75.48
1.000 74.88
1.618 73.92
2.618 72.36
4.250 69.81
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 77.22 77.22
PP 76.96 76.96
S1 76.70 76.70

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

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