NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 76.24 76.73 0.49 0.6% 76.25
High 76.90 76.73 -0.17 -0.2% 76.97
Low 76.11 73.34 -2.77 -3.6% 73.34
Close 76.16 73.52 -2.64 -3.5% 73.52
Range 0.79 3.39 2.60 329.1% 3.63
ATR 1.55 1.68 0.13 8.5% 0.00
Volume 4,760 6,339 1,579 33.2% 20,091
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.70 82.50 75.38
R3 81.31 79.11 74.45
R2 77.92 77.92 74.14
R1 75.72 75.72 73.83 75.13
PP 74.53 74.53 74.53 74.23
S1 72.33 72.33 73.21 71.74
S2 71.14 71.14 72.90
S3 67.75 68.94 72.59
S4 64.36 65.55 71.66
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.50 83.14 75.52
R3 81.87 79.51 74.52
R2 78.24 78.24 74.19
R1 75.88 75.88 73.85 75.25
PP 74.61 74.61 74.61 74.29
S1 72.25 72.25 73.19 71.62
S2 70.98 70.98 72.85
S3 67.35 68.62 72.52
S4 63.72 64.99 71.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.97 73.34 3.63 4.9% 1.50 2.0% 5% False True 4,018
10 78.00 73.34 4.66 6.3% 1.37 1.9% 4% False True 5,135
20 78.00 69.67 8.33 11.3% 1.48 2.0% 46% False False 5,134
40 78.00 63.61 14.39 19.6% 1.23 1.7% 69% False False 4,152
60 78.00 63.61 14.39 19.6% 1.16 1.6% 69% False False 3,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 91.14
2.618 85.61
1.618 82.22
1.000 80.12
0.618 78.83
HIGH 76.73
0.618 75.44
0.500 75.04
0.382 74.63
LOW 73.34
0.618 71.24
1.000 69.95
1.618 67.85
2.618 64.46
4.250 58.93
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 75.04 75.12
PP 74.53 74.59
S1 74.03 74.05

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

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