NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 76.89 76.80 -0.09 -0.1% 71.80
High 76.89 77.02 0.13 0.2% 77.05
Low 75.72 76.55 0.83 1.1% 71.53
Close 75.90 76.72 0.82 1.1% 76.72
Range 1.17 0.47 -0.70 -59.8% 5.52
ATR 1.84 1.79 -0.05 -2.8% 0.00
Volume 7,269 6,541 -728 -10.0% 24,400
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.17 77.92 76.98
R3 77.70 77.45 76.85
R2 77.23 77.23 76.81
R1 76.98 76.98 76.76 76.87
PP 76.76 76.76 76.76 76.71
S1 76.51 76.51 76.68 76.40
S2 76.29 76.29 76.63
S3 75.82 76.04 76.59
S4 75.35 75.57 76.46
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.66 89.71 79.76
R3 86.14 84.19 78.24
R2 80.62 80.62 77.73
R1 78.67 78.67 77.23 79.65
PP 75.10 75.10 75.10 75.59
S1 73.15 73.15 76.21 74.13
S2 69.58 69.58 75.71
S3 64.06 67.63 75.20
S4 58.54 62.11 73.68
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% 1.81 2.4% 94% False False 4,880
10 77.05 71.53 5.52 7.2% 1.66 2.2% 94% False False 4,449
20 78.00 69.73 8.27 10.8% 1.62 2.1% 85% False False 5,120
40 78.00 63.61 14.39 18.8% 1.35 1.8% 91% False False 4,553
60 78.00 63.61 14.39 18.8% 1.22 1.6% 91% False False 3,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.07
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 79.02
2.618 78.25
1.618 77.78
1.000 77.49
0.618 77.31
HIGH 77.02
0.618 76.84
0.500 76.79
0.382 76.73
LOW 76.55
0.618 76.26
1.000 76.08
1.618 75.79
2.618 75.32
4.250 74.55
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 76.79 76.27
PP 76.76 75.82
S1 76.74 75.38

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

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