NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 74.01 76.02 2.01 2.7% 77.57
High 75.84 76.45 0.61 0.8% 77.78
Low 73.61 75.69 2.08 2.8% 73.61
Close 75.79 75.95 0.16 0.2% 75.95
Range 2.23 0.76 -1.47 -65.9% 4.17
ATR 1.79 1.72 -0.07 -4.1% 0.00
Volume 7,846 4,447 -3,399 -43.3% 24,080
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.31 77.89 76.37
R3 77.55 77.13 76.16
R2 76.79 76.79 76.09
R1 76.37 76.37 76.02 76.20
PP 76.03 76.03 76.03 75.95
S1 75.61 75.61 75.88 75.44
S2 75.27 75.27 75.81
S3 74.51 74.85 75.74
S4 73.75 74.09 75.53
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.29 86.29 78.24
R3 84.12 82.12 77.10
R2 79.95 79.95 76.71
R1 77.95 77.95 76.33 76.87
PP 75.78 75.78 75.78 75.24
S1 73.78 73.78 75.57 72.70
S2 71.61 71.61 75.19
S3 67.44 69.61 74.80
S4 63.27 65.44 73.66
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% 1.45 1.9% 56% False False 4,816
10 77.78 72.24 5.54 7.3% 1.66 2.2% 67% False False 4,340
20 78.75 72.24 6.51 8.6% 1.51 2.0% 57% False False 3,998
40 78.75 64.26 14.49 19.1% 1.42 1.9% 81% False False 3,849
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.68
2.618 78.44
1.618 77.68
1.000 77.21
0.618 76.92
HIGH 76.45
0.618 76.16
0.500 76.07
0.382 75.98
LOW 75.69
0.618 75.22
1.000 74.93
1.618 74.46
2.618 73.70
4.250 72.46
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 76.07 75.64
PP 76.03 75.34
S1 75.99 75.03

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

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