NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 77.20 75.83 -1.37 -1.8% 76.96
High 77.40 76.66 -0.74 -1.0% 78.75
Low 75.74 75.83 0.09 0.1% 76.60
Close 76.01 76.39 0.38 0.5% 77.06
Range 1.66 0.83 -0.83 -50.0% 2.15
ATR 1.70 1.64 -0.06 -3.7% 0.00
Volume 1,733 2,277 544 31.4% 22,718
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.78 78.42 76.85
R3 77.95 77.59 76.62
R2 77.12 77.12 76.54
R1 76.76 76.76 76.47 76.94
PP 76.29 76.29 76.29 76.39
S1 75.93 75.93 76.31 76.11
S2 75.46 75.46 76.24
S3 74.63 75.10 76.16
S4 73.80 74.27 75.93
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 3.9% 1.06 1.4% 22% False False 2,678
10 78.75 71.52 7.23 9.5% 1.42 1.9% 67% False False 3,498
20 78.75 67.31 11.44 15.0% 1.33 1.7% 79% False False 3,910
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.19
2.618 78.83
1.618 78.00
1.000 77.49
0.618 77.17
HIGH 76.66
0.618 76.34
0.500 76.25
0.382 76.15
LOW 75.83
0.618 75.32
1.000 75.00
1.618 74.49
2.618 73.66
4.250 72.30
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 76.34 76.57
PP 76.29 76.51
S1 76.25 76.45

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

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