NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 78.37 78.10 -0.27 -0.3% 77.41
High 78.37 78.10 -0.27 -0.3% 79.10
Low 77.52 77.73 0.21 0.3% 77.08
Close 77.60 77.88 0.28 0.4% 77.60
Range 0.85 0.37 -0.48 -56.5% 2.02
ATR 1.32 1.26 -0.06 -4.4% 0.00
Volume 1,828 1,446 -382 -20.9% 9,834
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.01 78.82 78.08
R3 78.64 78.45 77.98
R2 78.27 78.27 77.95
R1 78.08 78.08 77.91 77.99
PP 77.90 77.90 77.90 77.86
S1 77.71 77.71 77.85 77.62
S2 77.53 77.53 77.81
S3 77.16 77.34 77.78
S4 76.79 76.97 77.68
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.99 82.81 78.71
R3 81.97 80.79 78.16
R2 79.95 79.95 77.97
R1 78.77 78.77 77.79 79.36
PP 77.93 77.93 77.93 78.22
S1 76.75 76.75 77.41 77.34
S2 75.91 75.91 77.23
S3 73.89 74.73 77.04
S4 71.87 72.71 76.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.10 77.52 1.58 2.0% 0.71 0.9% 23% False False 1,857
10 79.10 71.26 7.84 10.1% 0.97 1.2% 84% False False 1,959
20 79.10 65.71 13.39 17.2% 0.82 1.1% 91% False False 2,305
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.67
2.618 79.07
1.618 78.70
1.000 78.47
0.618 78.33
HIGH 78.10
0.618 77.96
0.500 77.92
0.382 77.87
LOW 77.73
0.618 77.50
1.000 77.36
1.618 77.13
2.618 76.76
4.250 76.16
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 77.92 78.31
PP 77.90 78.17
S1 77.89 78.02

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

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