NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 73.65 71.91 -1.74 -2.4% 78.14
High 73.65 72.04 -1.61 -2.2% 78.20
Low 71.95 71.34 -0.61 -0.8% 74.73
Close 71.95 71.64 -0.31 -0.4% 76.45
Range 1.70 0.70 -1.00 -58.8% 3.47
ATR 1.49 1.44 -0.06 -3.8% 0.00
Volume 1,341 3,338 1,997 148.9% 10,582
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.77 73.41 72.03
R3 73.07 72.71 71.83
R2 72.37 72.37 71.77
R1 72.01 72.01 71.70 71.84
PP 71.67 71.67 71.67 71.59
S1 71.31 71.31 71.58 71.14
S2 70.97 70.97 71.51
S3 70.27 70.61 71.45
S4 69.57 69.91 71.26
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 71.34 5.55 7.7% 1.18 1.6% 5% False True 2,437
10 78.20 71.34 6.86 9.6% 0.87 1.2% 4% False True 2,381
20 79.10 71.34 7.76 10.8% 1.04 1.5% 4% False True 2,208
40 79.10 65.05 14.05 19.6% 0.90 1.3% 47% False False 2,320
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.02
2.618 73.87
1.618 73.17
1.000 72.74
0.618 72.47
HIGH 72.04
0.618 71.77
0.500 71.69
0.382 71.61
LOW 71.34
0.618 70.91
1.000 70.64
1.618 70.21
2.618 69.51
4.250 68.37
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 71.69 73.27
PP 71.67 72.73
S1 71.66 72.18

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

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