NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 76.96 76.91 -0.05 -0.1% 74.90
High 77.24 77.87 0.63 0.8% 75.05
Low 76.60 76.79 0.19 0.2% 70.26
Close 77.16 77.82 0.66 0.9% 75.44
Range 0.64 1.08 0.44 68.8% 4.79
ATR 1.93 1.87 -0.06 -3.1% 0.00
Volume 4,445 6,106 1,661 37.4% 19,564
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.73 80.36 78.41
R3 79.65 79.28 78.12
R2 78.57 78.57 78.02
R1 78.20 78.20 77.92 78.39
PP 77.49 77.49 77.49 77.59
S1 77.12 77.12 77.72 77.31
S2 76.41 76.41 77.62
S3 75.33 76.04 77.52
S4 74.25 74.96 77.23
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 87.95 86.49 78.07
R3 83.16 81.70 76.76
R2 78.37 78.37 76.32
R1 76.91 76.91 75.88 77.64
PP 73.58 73.58 73.58 73.95
S1 72.12 72.12 75.00 72.85
S2 68.79 68.79 74.56
S3 64.00 67.33 74.12
S4 59.21 62.54 72.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.87 70.26 7.61 9.8% 1.89 2.4% 99% True False 3,938
10 77.87 70.26 7.61 9.8% 1.57 2.0% 99% True False 4,681
20 77.87 64.26 13.61 17.5% 1.35 1.7% 100% True False 3,961
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.46
2.618 80.70
1.618 79.62
1.000 78.95
0.618 78.54
HIGH 77.87
0.618 77.46
0.500 77.33
0.382 77.20
LOW 76.79
0.618 76.12
1.000 75.71
1.618 75.04
2.618 73.96
4.250 72.20
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 77.66 76.89
PP 77.49 75.96
S1 77.33 75.03

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

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