NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 74.57 74.01 -0.56 -0.8% 72.94
High 74.95 75.84 0.89 1.2% 77.61
Low 74.03 73.61 -0.42 -0.6% 72.24
Close 74.95 75.79 0.84 1.1% 77.27
Range 0.92 2.23 1.31 142.4% 5.37
ATR 1.76 1.79 0.03 1.9% 0.00
Volume 3,653 7,846 4,193 114.8% 19,329
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.77 81.01 77.02
R3 79.54 78.78 76.40
R2 77.31 77.31 76.20
R1 76.55 76.55 75.99 76.93
PP 75.08 75.08 75.08 75.27
S1 74.32 74.32 75.59 74.70
S2 72.85 72.85 75.38
S3 70.62 72.09 75.18
S4 68.39 69.86 74.56
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 73.61 4.17 5.5% 1.49 2.0% 52% False True 5,089
10 77.78 72.24 5.54 7.3% 1.88 2.5% 64% False False 4,332
20 78.75 72.19 6.56 8.7% 1.61 2.1% 55% False False 3,947
40 78.75 64.26 14.49 19.1% 1.41 1.9% 80% False False 3,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.32
2.618 81.68
1.618 79.45
1.000 78.07
0.618 77.22
HIGH 75.84
0.618 74.99
0.500 74.73
0.382 74.46
LOW 73.61
0.618 72.23
1.000 71.38
1.618 70.00
2.618 67.77
4.250 64.13
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 75.44 75.75
PP 75.08 75.70
S1 74.73 75.66

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

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