NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 76.25 76.70 0.45 0.6% 76.53
High 76.97 76.80 -0.17 -0.2% 78.00
Low 76.25 75.02 -1.23 -1.6% 75.65
Close 76.65 75.34 -1.31 -1.7% 76.44
Range 0.72 1.78 1.06 147.2% 2.35
ATR 1.63 1.64 0.01 0.6% 0.00
Volume 3,346 2,538 -808 -24.1% 31,261
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.06 79.98 76.32
R3 79.28 78.20 75.83
R2 77.50 77.50 75.67
R1 76.42 76.42 75.50 76.07
PP 75.72 75.72 75.72 75.55
S1 74.64 74.64 75.18 74.29
S2 73.94 73.94 75.01
S3 72.16 72.86 74.85
S4 70.38 71.08 74.36
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 75.02 2.98 4.0% 1.28 1.7% 11% False True 4,612
10 78.00 69.73 8.27 11.0% 1.61 2.1% 68% False False 4,919
20 78.00 65.71 12.29 16.3% 1.40 1.9% 78% False False 5,104
40 78.00 63.61 14.39 19.1% 1.17 1.6% 82% False False 4,005
60 78.00 63.29 14.71 19.5% 1.11 1.5% 82% False False 3,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.37
2.618 81.46
1.618 79.68
1.000 78.58
0.618 77.90
HIGH 76.80
0.618 76.12
0.500 75.91
0.382 75.70
LOW 75.02
0.618 73.92
1.000 73.24
1.618 72.14
2.618 70.36
4.250 67.46
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 75.91 76.51
PP 75.72 76.12
S1 75.53 75.73

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

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