NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 77.61 76.52 -1.09 -1.4% 72.94
High 77.61 77.42 -0.19 -0.2% 77.61
Low 76.23 76.42 0.19 0.2% 72.24
Close 76.46 77.27 0.81 1.1% 77.27
Range 1.38 1.00 -0.38 -27.5% 5.37
ATR 1.87 1.81 -0.06 -3.3% 0.00
Volume 4,293 5,816 1,523 35.5% 19,329
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.04 79.65 77.82
R3 79.04 78.65 77.55
R2 78.04 78.04 77.45
R1 77.65 77.65 77.36 77.85
PP 77.04 77.04 77.04 77.13
S1 76.65 76.65 77.18 76.85
S2 76.04 76.04 77.09
S3 75.04 75.65 77.00
S4 74.04 74.65 76.72
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.82 89.91 80.22
R3 86.45 84.54 78.75
R2 81.08 81.08 78.25
R1 79.17 79.17 77.76 80.13
PP 75.71 75.71 75.71 76.18
S1 73.80 73.80 76.78 74.76
S2 70.34 70.34 76.29
S3 64.97 68.43 75.79
S4 59.60 63.06 74.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.61 72.24 5.37 6.9% 1.87 2.4% 94% False False 3,865
10 77.83 72.24 5.59 7.2% 1.73 2.2% 90% False False 3,316
20 78.75 70.26 8.49 11.0% 1.60 2.1% 83% False False 3,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.67
2.618 80.04
1.618 79.04
1.000 78.42
0.618 78.04
HIGH 77.42
0.618 77.04
0.500 76.92
0.382 76.80
LOW 76.42
0.618 75.80
1.000 75.42
1.618 74.80
2.618 73.80
4.250 72.17
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 77.15 76.83
PP 77.04 76.40
S1 76.92 75.96

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

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