NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 73.76 72.74 -1.02 -1.4% 76.40
High 73.76 73.80 0.04 0.1% 77.22
Low 71.81 70.74 -1.07 -1.5% 73.00
Close 72.59 70.76 -1.83 -2.5% 75.37
Range 1.95 3.06 1.11 56.9% 4.22
ATR 1.89 1.98 0.08 4.4% 0.00
Volume 7,617 3,872 -3,745 -49.2% 28,758
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.95 78.91 72.44
R3 77.89 75.85 71.60
R2 74.83 74.83 71.32
R1 72.79 72.79 71.04 72.28
PP 71.77 71.77 71.77 71.51
S1 69.73 69.73 70.48 69.22
S2 68.71 68.71 70.20
S3 65.65 66.67 69.92
S4 62.59 63.61 69.08
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.86 85.83 77.69
R3 83.64 81.61 76.53
R2 79.42 79.42 76.14
R1 77.39 77.39 75.76 76.30
PP 75.20 75.20 75.20 74.65
S1 73.17 73.17 74.98 72.08
S2 70.98 70.98 74.60
S3 66.76 68.95 74.21
S4 62.54 64.73 73.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.79 70.74 5.05 7.1% 2.00 2.8% 0% False True 5,979
10 77.22 70.74 6.48 9.2% 1.83 2.6% 0% False True 5,764
20 78.00 70.74 7.26 10.3% 1.69 2.4% 0% False True 5,095
40 78.00 63.61 14.39 20.3% 1.51 2.1% 50% False False 4,923
60 78.00 63.61 14.39 20.3% 1.30 1.8% 50% False False 4,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 86.81
2.618 81.81
1.618 78.75
1.000 76.86
0.618 75.69
HIGH 73.80
0.618 72.63
0.500 72.27
0.382 71.91
LOW 70.74
0.618 68.85
1.000 67.68
1.618 65.79
2.618 62.73
4.250 57.74
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 72.27 73.27
PP 71.77 72.43
S1 71.26 71.60

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

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