NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 71.80 72.12 0.32 0.4% 76.25
High 72.84 74.88 2.04 2.8% 76.97
Low 71.53 72.12 0.59 0.8% 73.34
Close 72.84 74.70 1.86 2.6% 73.52
Range 1.31 2.76 1.45 110.7% 3.63
ATR 1.71 1.78 0.08 4.4% 0.00
Volume 3,560 3,446 -114 -3.2% 20,091
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.18 81.20 76.22
R3 79.42 78.44 75.46
R2 76.66 76.66 75.21
R1 75.68 75.68 74.95 76.17
PP 73.90 73.90 73.90 74.15
S1 72.92 72.92 74.45 73.41
S2 71.14 71.14 74.19
S3 68.38 70.16 73.94
S4 65.62 67.40 73.18
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 76.90 71.53 5.37 7.2% 1.81 2.4% 59% False False 4,242
10 78.00 71.53 6.47 8.7% 1.55 2.1% 49% False False 4,427
20 78.00 69.67 8.33 11.2% 1.60 2.1% 60% False False 5,060
40 78.00 63.61 14.39 19.3% 1.31 1.7% 77% False False 4,264
60 78.00 63.61 14.39 19.3% 1.21 1.6% 77% False False 3,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.61
2.618 82.11
1.618 79.35
1.000 77.64
0.618 76.59
HIGH 74.88
0.618 73.83
0.500 73.50
0.382 73.17
LOW 72.12
0.618 70.41
1.000 69.36
1.618 67.65
2.618 64.89
4.250 60.39
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 74.30 74.51
PP 73.90 74.32
S1 73.50 74.13

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

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