NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 76.40 76.71 0.31 0.4% 71.80
High 77.22 76.71 -0.51 -0.7% 77.05
Low 76.40 74.25 -2.15 -2.8% 71.53
Close 76.96 74.74 -2.22 -2.9% 76.72
Range 0.82 2.46 1.64 200.0% 5.52
ATR 1.72 1.79 0.07 4.1% 0.00
Volume 6,394 3,954 -2,440 -38.2% 24,400
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.61 81.14 76.09
R3 80.15 78.68 75.42
R2 77.69 77.69 75.19
R1 76.22 76.22 74.97 75.73
PP 75.23 75.23 75.23 74.99
S1 73.76 73.76 74.51 73.27
S2 72.77 72.77 74.29
S3 70.31 71.30 74.06
S4 67.85 68.84 73.39
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 77.22 73.70 3.52 4.7% 1.65 2.2% 30% False False 5,548
10 77.22 71.53 5.69 7.6% 1.73 2.3% 56% False False 4,895
20 78.00 69.73 8.27 11.1% 1.67 2.2% 61% False False 4,907
40 78.00 63.61 14.39 19.3% 1.41 1.9% 77% False False 4,600
60 78.00 63.61 14.39 19.3% 1.24 1.7% 77% False False 3,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.17
2.618 83.15
1.618 80.69
1.000 79.17
0.618 78.23
HIGH 76.71
0.618 75.77
0.500 75.48
0.382 75.19
LOW 74.25
0.618 72.73
1.000 71.79
1.618 70.27
2.618 67.81
4.250 63.80
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 75.48 75.74
PP 75.23 75.40
S1 74.99 75.07

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

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