NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 74.98 76.89 1.91 2.5% 78.14
High 76.14 76.89 0.75 1.0% 78.20
Low 74.73 76.67 1.94 2.6% 74.73
Close 76.33 76.45 0.12 0.2% 76.45
Range 1.41 0.22 -1.19 -84.4% 3.47
ATR 1.40 1.34 -0.06 -4.3% 0.00
Volume 1,847 3,142 1,295 70.1% 10,582
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.33 77.11 76.57
R3 77.11 76.89 76.51
R2 76.89 76.89 76.49
R1 76.67 76.67 76.47 76.67
PP 76.67 76.67 76.67 76.67
S1 76.45 76.45 76.43 76.45
S2 76.45 76.45 76.41
S3 76.23 76.23 76.39
S4 76.01 76.01 76.33
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.87 85.13 78.36
R3 83.40 81.66 77.40
R2 79.93 79.93 77.09
R1 78.19 78.19 76.77 77.33
PP 76.46 76.46 76.46 76.03
S1 74.72 74.72 76.13 73.86
S2 72.99 72.99 75.81
S3 69.52 71.25 75.50
S4 66.05 67.78 74.54
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% 0.56 0.7% 50% False False 2,116
10 78.20 72.80 5.40 7.1% 0.91 1.2% 68% False False 2,201
20 79.10 72.80 6.30 8.2% 0.95 1.2% 58% False False 2,124
40 79.10 65.05 14.05 18.4% 0.86 1.1% 81% False False 2,280
Crabel Price Patterns
NR True
NR4 True
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 0.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.83
2.618 77.47
1.618 77.25
1.000 77.11
0.618 77.03
HIGH 76.89
0.618 76.81
0.500 76.78
0.382 76.75
LOW 76.67
0.618 76.53
1.000 76.45
1.618 76.31
2.618 76.09
4.250 75.74
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 76.78 76.24
PP 76.67 76.02
S1 76.56 75.81

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

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