NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 75.36 74.98 -0.38 -0.5% 72.85
High 75.36 76.14 0.78 1.0% 78.00
Low 74.93 74.73 -0.20 -0.3% 72.80
Close 75.50 76.33 0.83 1.1% 77.76
Range 0.43 1.41 0.98 227.9% 5.20
ATR 1.40 1.40 0.00 0.0% 0.00
Volume 1,389 1,847 458 33.0% 11,433
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.96 79.56 77.11
R3 78.55 78.15 76.72
R2 77.14 77.14 76.59
R1 76.74 76.74 76.46 76.94
PP 75.73 75.73 75.73 75.84
S1 75.33 75.33 76.20 75.53
S2 74.32 74.32 76.07
S3 72.91 73.92 75.94
S4 71.50 72.51 75.55
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.79 89.97 80.62
R3 86.59 84.77 79.19
R2 81.39 81.39 78.71
R1 79.57 79.57 78.24 80.48
PP 76.19 76.19 76.19 76.64
S1 74.37 74.37 77.28 75.28
S2 70.99 70.99 76.81
S3 65.79 69.17 76.33
S4 60.59 63.97 74.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.20 74.73 3.47 4.5% 0.73 1.0% 46% False True 2,239
10 78.20 72.80 5.40 7.1% 1.12 1.5% 65% False False 2,278
20 79.10 72.80 6.30 8.3% 1.02 1.3% 56% False False 2,050
40 79.10 65.05 14.05 18.4% 0.86 1.1% 80% False False 2,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.13
2.618 79.83
1.618 78.42
1.000 77.55
0.618 77.01
HIGH 76.14
0.618 75.60
0.500 75.44
0.382 75.27
LOW 74.73
0.618 73.86
1.000 73.32
1.618 72.45
2.618 71.04
4.250 68.74
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 76.03 76.03
PP 75.73 75.73
S1 75.44 75.44

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

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