NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 73.70 76.89 3.19 4.3% 76.25
High 77.05 76.89 -0.16 -0.2% 76.97
Low 73.70 75.72 2.02 2.7% 73.34
Close 76.92 75.90 -1.02 -1.3% 73.52
Range 3.35 1.17 -2.18 -65.1% 3.63
ATR 1.89 1.84 -0.05 -2.6% 0.00
Volume 3,584 7,269 3,685 102.8% 20,091
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.68 78.96 76.54
R3 78.51 77.79 76.22
R2 77.34 77.34 76.11
R1 76.62 76.62 76.01 76.40
PP 76.17 76.17 76.17 76.06
S1 75.45 75.45 75.79 75.23
S2 75.00 75.00 75.69
S3 73.83 74.28 75.58
S4 72.66 73.11 75.26
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 7.3% 2.40 3.2% 79% False False 4,839
10 78.00 71.53 6.47 8.5% 1.76 2.3% 68% False False 4,364
20 78.00 69.73 8.27 10.9% 1.65 2.2% 75% False False 5,181
40 78.00 63.61 14.39 19.0% 1.37 1.8% 85% False False 4,432
60 78.00 63.61 14.39 19.0% 1.24 1.6% 85% False False 3,765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.86
2.618 79.95
1.618 78.78
1.000 78.06
0.618 77.61
HIGH 76.89
0.618 76.44
0.500 76.31
0.382 76.17
LOW 75.72
0.618 75.00
1.000 74.55
1.618 73.83
2.618 72.66
4.250 70.75
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 76.31 75.46
PP 76.17 75.02
S1 76.04 74.59

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

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