NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 77.57 76.90 -0.67 -0.9% 72.94
High 77.78 77.71 -0.07 -0.1% 77.61
Low 77.33 74.84 -2.49 -3.2% 72.24
Close 77.49 75.32 -2.17 -2.8% 77.27
Range 0.45 2.87 2.42 537.8% 5.37
ATR 1.71 1.80 0.08 4.8% 0.00
Volume 5,542 2,592 -2,950 -53.2% 19,329
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.57 82.81 76.90
R3 81.70 79.94 76.11
R2 78.83 78.83 75.85
R1 77.07 77.07 75.58 76.52
PP 75.96 75.96 75.96 75.68
S1 74.20 74.20 75.06 73.65
S2 73.09 73.09 74.79
S3 70.22 71.33 74.53
S4 67.35 68.46 73.74
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 77.78 74.31 3.47 4.6% 1.80 2.4% 29% False False 4,138
10 77.83 72.24 5.59 7.4% 1.82 2.4% 55% False False 3,772
20 78.75 70.26 8.49 11.3% 1.70 2.3% 60% False False 3,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.91
2.618 85.22
1.618 82.35
1.000 80.58
0.618 79.48
HIGH 77.71
0.618 76.61
0.500 76.28
0.382 75.94
LOW 74.84
0.618 73.07
1.000 71.97
1.618 70.20
2.618 67.33
4.250 62.64
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 76.28 76.31
PP 75.96 75.98
S1 75.64 75.65

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

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