NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 76.02 76.86 0.84 1.1% 77.57
High 76.45 76.86 0.41 0.5% 77.78
Low 75.69 72.42 -3.27 -4.3% 73.61
Close 75.95 73.18 -2.77 -3.6% 75.95
Range 0.76 4.44 3.68 484.2% 4.17
ATR 1.72 1.91 0.19 11.3% 0.00
Volume 4,447 5,331 884 19.9% 24,080
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.47 84.77 75.62
R3 83.03 80.33 74.40
R2 78.59 78.59 73.99
R1 75.89 75.89 73.59 75.02
PP 74.15 74.15 74.15 73.72
S1 71.45 71.45 72.77 70.58
S2 69.71 69.71 72.37
S3 65.27 67.01 71.96
S4 60.83 62.57 70.74
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 77.71 72.42 5.29 7.2% 2.24 3.1% 14% False True 4,773
10 77.78 72.42 5.36 7.3% 1.98 2.7% 14% False True 4,502
20 78.75 72.24 6.51 8.9% 1.70 2.3% 14% False False 4,042
40 78.75 64.26 14.49 19.8% 1.50 2.0% 62% False False 3,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 95.73
2.618 88.48
1.618 84.04
1.000 81.30
0.618 79.60
HIGH 76.86
0.618 75.16
0.500 74.64
0.382 74.12
LOW 72.42
0.618 69.68
1.000 67.98
1.618 65.24
2.618 60.80
4.250 53.55
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 74.64 74.64
PP 74.15 74.15
S1 73.67 73.67

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

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