NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 77.90 79.10 1.20 1.5% 75.68
High 79.10 79.10 0.00 0.0% 76.00
Low 77.85 78.46 0.61 0.8% 71.26
Close 79.10 78.91 -0.19 -0.2% 76.06
Range 1.25 0.64 -0.61 -48.8% 4.74
ATR 1.37 1.32 -0.05 -3.8% 0.00
Volume 1,393 2,495 1,102 79.1% 11,430
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.74 80.47 79.26
R3 80.10 79.83 79.09
R2 79.46 79.46 79.03
R1 79.19 79.19 78.97 79.01
PP 78.82 78.82 78.82 78.73
S1 78.55 78.55 78.85 78.37
S2 78.18 78.18 78.79
S3 77.54 77.91 78.73
S4 76.90 77.27 78.56
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.66 87.10 78.67
R3 83.92 82.36 77.36
R2 79.18 79.18 76.93
R1 77.62 77.62 76.49 78.40
PP 74.44 74.44 74.44 74.83
S1 72.88 72.88 75.63 73.66
S2 69.70 69.70 75.19
S3 64.96 68.14 74.76
S4 60.22 63.40 73.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.10 74.26 4.84 6.1% 0.94 1.2% 96% True False 1,932
10 79.10 71.26 7.84 9.9% 1.01 1.3% 98% True False 2,586
20 79.10 65.05 14.05 17.8% 0.79 1.0% 99% True False 2,426
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.82
2.618 80.78
1.618 80.14
1.000 79.74
0.618 79.50
HIGH 79.10
0.618 78.86
0.500 78.78
0.382 78.70
LOW 78.46
0.618 78.06
1.000 77.82
1.618 77.42
2.618 76.78
4.250 75.74
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 78.87 78.77
PP 78.82 78.62
S1 78.78 78.48

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

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