NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 76.63 77.20 0.57 0.7% 76.96
High 77.37 77.40 0.03 0.0% 78.75
Low 76.60 75.74 -0.86 -1.1% 76.60
Close 77.31 76.01 -1.30 -1.7% 77.06
Range 0.77 1.66 0.89 115.6% 2.15
ATR 1.70 1.70 0.00 -0.2% 0.00
Volume 1,843 1,733 -110 -6.0% 22,718
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.36 80.35 76.92
R3 79.70 78.69 76.47
R2 78.04 78.04 76.31
R1 77.03 77.03 76.16 76.71
PP 76.38 76.38 76.38 76.22
S1 75.37 75.37 75.86 75.05
S2 74.72 74.72 75.71
S3 73.06 73.71 75.55
S4 71.40 72.05 75.10
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 75.74 3.01 4.0% 1.26 1.7% 9% False True 3,148
10 78.75 70.26 8.49 11.2% 1.57 2.1% 68% False False 3,543
20 78.75 66.51 12.24 16.1% 1.35 1.8% 78% False False 3,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.46
2.618 81.75
1.618 80.09
1.000 79.06
0.618 78.43
HIGH 77.40
0.618 76.77
0.500 76.57
0.382 76.37
LOW 75.74
0.618 74.71
1.000 74.08
1.618 73.05
2.618 71.39
4.250 68.69
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 76.57 76.89
PP 76.38 76.60
S1 76.20 76.30

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

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