NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 71.05 71.72 0.67 0.9% 76.40
High 71.05 71.72 0.67 0.9% 77.22
Low 69.89 70.17 0.28 0.4% 73.00
Close 70.54 70.26 -0.28 -0.4% 75.37
Range 1.16 1.55 0.39 33.6% 4.22
ATR 1.92 1.89 -0.03 -1.4% 0.00
Volume 5,440 6,576 1,136 20.9% 28,758
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.37 74.36 71.11
R3 73.82 72.81 70.69
R2 72.27 72.27 70.54
R1 71.26 71.26 70.40 70.99
PP 70.72 70.72 70.72 70.58
S1 69.71 69.71 70.12 69.44
S2 69.17 69.17 69.98
S3 67.62 68.16 69.83
S4 66.07 66.61 69.41
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 69.89 5.90 8.4% 1.73 2.5% 6% False False 5,726
10 77.22 69.89 7.33 10.4% 1.65 2.3% 5% False False 5,880
20 78.00 69.89 8.11 11.5% 1.71 2.4% 5% False False 5,122
40 78.00 63.61 14.39 20.5% 1.52 2.2% 46% False False 4,996
60 78.00 63.61 14.39 20.5% 1.33 1.9% 46% False False 4,295
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.31
2.618 75.78
1.618 74.23
1.000 73.27
0.618 72.68
HIGH 71.72
0.618 71.13
0.500 70.95
0.382 70.76
LOW 70.17
0.618 69.21
1.000 68.62
1.618 67.66
2.618 66.11
4.250 63.58
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 70.95 71.85
PP 70.72 71.32
S1 70.49 70.79

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

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