NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 75.20 73.65 -1.55 -2.1% 78.14
High 75.20 73.65 -1.55 -2.1% 78.20
Low 73.33 71.95 -1.38 -1.9% 74.73
Close 73.71 71.95 -1.76 -2.4% 76.45
Range 1.87 1.70 -0.17 -9.1% 3.47
ATR 1.47 1.49 0.02 1.4% 0.00
Volume 2,521 1,341 -1,180 -46.8% 10,582
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.62 76.48 72.89
R3 75.92 74.78 72.42
R2 74.22 74.22 72.26
R1 73.08 73.08 72.11 72.80
PP 72.52 72.52 72.52 72.38
S1 71.38 71.38 71.79 71.10
S2 70.82 70.82 71.64
S3 69.12 69.68 71.48
S4 67.42 67.98 71.02
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 71.95 4.94 6.9% 1.13 1.6% 0% False True 2,048
10 78.20 71.95 6.25 8.7% 1.10 1.5% 0% False True 2,221
20 79.10 71.95 7.15 9.9% 1.07 1.5% 0% False True 2,111
40 79.10 65.05 14.05 19.5% 0.93 1.3% 49% False False 2,267
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.88
2.618 78.10
1.618 76.40
1.000 75.35
0.618 74.70
HIGH 73.65
0.618 73.00
0.500 72.80
0.382 72.60
LOW 71.95
0.618 70.90
1.000 70.25
1.618 69.20
2.618 67.50
4.250 64.73
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 72.80 74.42
PP 72.52 73.60
S1 72.23 72.77

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

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