NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 77.27 76.63 -0.64 -0.8% 76.96
High 78.04 77.37 -0.67 -0.9% 78.75
Low 76.93 76.60 -0.33 -0.4% 76.60
Close 77.06 77.31 0.25 0.3% 77.06
Range 1.11 0.77 -0.34 -30.6% 2.15
ATR 1.77 1.70 -0.07 -4.0% 0.00
Volume 3,712 1,843 -1,869 -50.4% 22,718
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.40 79.13 77.73
R3 78.63 78.36 77.52
R2 77.86 77.86 77.45
R1 77.59 77.59 77.38 77.73
PP 77.09 77.09 77.09 77.16
S1 76.82 76.82 77.24 76.96
S2 76.32 76.32 77.17
S3 75.55 76.05 77.10
S4 74.78 75.28 76.89
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.92 82.64 78.24
R3 81.77 80.49 77.65
R2 79.62 79.62 77.45
R1 78.34 78.34 77.26 78.98
PP 77.47 77.47 77.47 77.79
S1 76.19 76.19 76.86 76.83
S2 75.32 75.32 76.67
S3 73.17 74.04 76.47
S4 71.02 71.89 75.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.75 76.60 2.15 2.8% 1.14 1.5% 33% False True 4,023
10 78.75 70.26 8.49 11.0% 1.45 1.9% 83% False False 3,865
20 78.75 65.05 13.70 17.7% 1.32 1.7% 89% False False 3,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.64
2.618 79.39
1.618 78.62
1.000 78.14
0.618 77.85
HIGH 77.37
0.618 77.08
0.500 76.99
0.382 76.89
LOW 76.60
0.618 76.12
1.000 75.83
1.618 75.35
2.618 74.58
4.250 73.33
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 77.20 77.68
PP 77.09 77.55
S1 76.99 77.43

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

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