NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 76.86 73.53 -3.33 -4.3% 77.57
High 76.86 74.30 -2.56 -3.3% 77.78
Low 72.42 71.34 -1.08 -1.5% 73.61
Close 73.18 71.39 -1.79 -2.4% 75.95
Range 4.44 2.96 -1.48 -33.3% 4.17
ATR 1.91 1.99 0.07 3.9% 0.00
Volume 5,331 3,253 -2,078 -39.0% 24,080
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.22 79.27 73.02
R3 78.26 76.31 72.20
R2 75.30 75.30 71.93
R1 73.35 73.35 71.66 72.85
PP 72.34 72.34 72.34 72.09
S1 70.39 70.39 71.12 69.89
S2 69.38 69.38 70.85
S3 66.42 67.43 70.58
S4 63.46 64.47 69.76
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 76.86 71.34 5.52 7.7% 2.26 3.2% 1% False True 4,906
10 77.78 71.34 6.44 9.0% 2.03 2.8% 1% False True 4,522
20 78.75 71.34 7.41 10.4% 1.79 2.5% 1% False True 3,899
40 78.75 64.26 14.49 20.3% 1.57 2.2% 49% False False 3,930
Crabel Price Patterns
NR True
NR4 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.88
2.618 82.05
1.618 79.09
1.000 77.26
0.618 76.13
HIGH 74.30
0.618 73.17
0.500 72.82
0.382 72.47
LOW 71.34
0.618 69.51
1.000 68.38
1.618 66.55
2.618 63.59
4.250 58.76
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 72.82 74.10
PP 72.34 73.20
S1 71.87 72.29

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

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