NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 71.20 71.10 -0.10 -0.1% 76.86
High 71.20 74.06 2.86 4.0% 76.86
Low 69.96 70.78 0.82 1.2% 69.96
Close 70.66 73.39 2.73 3.9% 70.66
Range 1.24 3.28 2.04 164.5% 6.90
ATR 1.84 1.95 0.11 6.1% 0.00
Volume 5,292 7,145 1,853 35.0% 26,049
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.58 81.27 75.19
R3 79.30 77.99 74.29
R2 76.02 76.02 73.99
R1 74.71 74.71 73.69 75.37
PP 72.74 72.74 72.74 73.07
S1 71.43 71.43 73.09 72.09
S2 69.46 69.46 72.79
S3 66.18 68.15 72.49
S4 62.90 64.87 71.59
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 93.19 88.83 74.46
R3 86.29 81.93 72.56
R2 79.39 79.39 71.93
R1 75.03 75.03 71.29 73.76
PP 72.49 72.49 72.49 71.86
S1 68.13 68.13 70.03 66.86
S2 65.59 65.59 69.40
S3 58.69 61.23 68.76
S4 51.79 54.33 66.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.30 69.96 4.34 5.9% 1.99 2.7% 79% False False 5,572
10 77.71 69.96 7.75 10.6% 2.12 2.9% 44% False False 5,173
20 77.83 69.96 7.87 10.7% 1.91 2.6% 44% False False 4,429
40 78.75 65.05 13.70 18.7% 1.62 2.2% 61% False False 4,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.00
2.618 82.65
1.618 79.37
1.000 77.34
0.618 76.09
HIGH 74.06
0.618 72.81
0.500 72.42
0.382 72.03
LOW 70.78
0.618 68.75
1.000 67.50
1.618 65.47
2.618 62.19
4.250 56.84
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 73.07 72.93
PP 72.74 72.47
S1 72.42 72.01

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

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