NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 76.89 75.20 -1.69 -2.2% 78.14
High 76.89 75.20 -1.69 -2.2% 78.20
Low 76.67 73.33 -3.34 -4.4% 74.73
Close 76.45 73.71 -2.74 -3.6% 76.45
Range 0.22 1.87 1.65 750.0% 3.47
ATR 1.34 1.47 0.13 9.4% 0.00
Volume 3,142 2,521 -621 -19.8% 10,582
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.69 78.57 74.74
R3 77.82 76.70 74.22
R2 75.95 75.95 74.05
R1 74.83 74.83 73.88 74.46
PP 74.08 74.08 74.08 73.89
S1 72.96 72.96 73.54 72.59
S2 72.21 72.21 73.37
S3 70.34 71.09 73.20
S4 68.47 69.22 72.68
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 76.89 73.33 3.56 4.8% 0.92 1.2% 11% False True 2,176
10 78.20 73.33 4.87 6.6% 0.96 1.3% 8% False True 2,285
20 79.10 72.80 6.30 8.5% 1.01 1.4% 14% False False 2,150
40 79.10 65.05 14.05 19.1% 0.90 1.2% 62% False False 2,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.15
2.618 80.10
1.618 78.23
1.000 77.07
0.618 76.36
HIGH 75.20
0.618 74.49
0.500 74.27
0.382 74.04
LOW 73.33
0.618 72.17
1.000 71.46
1.618 70.30
2.618 68.43
4.250 65.38
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 74.27 75.11
PP 74.08 74.64
S1 73.90 74.18

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

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