NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 72.12 73.70 1.58 2.2% 76.25
High 74.88 77.05 2.17 2.9% 76.97
Low 72.12 73.70 1.58 2.2% 73.34
Close 74.70 76.92 2.22 3.0% 73.52
Range 2.76 3.35 0.59 21.4% 3.63
ATR 1.78 1.89 0.11 6.3% 0.00
Volume 3,446 3,584 138 4.0% 20,091
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.94 84.78 78.76
R3 82.59 81.43 77.84
R2 79.24 79.24 77.53
R1 78.08 78.08 77.23 78.66
PP 75.89 75.89 75.89 76.18
S1 74.73 74.73 76.61 75.31
S2 72.54 72.54 76.31
S3 69.19 71.38 76.00
S4 65.84 68.03 75.08
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 77.05 71.53 5.52 7.2% 2.32 3.0% 98% True False 4,337
10 78.00 71.53 6.47 8.4% 1.73 2.3% 83% False False 4,232
20 78.00 69.73 8.27 10.8% 1.66 2.2% 87% False False 5,016
40 78.00 63.61 14.39 18.7% 1.36 1.8% 92% False False 4,294
60 78.00 63.61 14.39 18.7% 1.24 1.6% 92% False False 3,671
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.29
2.618 85.82
1.618 82.47
1.000 80.40
0.618 79.12
HIGH 77.05
0.618 75.77
0.500 75.38
0.382 74.98
LOW 73.70
0.618 71.63
1.000 70.35
1.618 68.28
2.618 64.93
4.250 59.46
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 76.41 76.04
PP 75.89 75.17
S1 75.38 74.29

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

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