NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 71.91 71.58 -0.33 -0.5% 78.14
High 72.04 72.01 -0.03 0.0% 78.20
Low 71.34 71.21 -0.13 -0.2% 74.73
Close 71.64 71.30 -0.34 -0.5% 76.45
Range 0.70 0.80 0.10 14.3% 3.47
ATR 1.44 1.39 -0.05 -3.2% 0.00
Volume 3,338 3,248 -90 -2.7% 10,582
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.91 73.40 71.74
R3 73.11 72.60 71.52
R2 72.31 72.31 71.45
R1 71.80 71.80 71.37 71.66
PP 71.51 71.51 71.51 71.43
S1 71.00 71.00 71.23 70.86
S2 70.71 70.71 71.15
S3 69.91 70.20 71.08
S4 69.11 69.40 70.86
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 71.21 5.68 8.0% 1.06 1.5% 2% False True 2,718
10 78.20 71.21 6.99 9.8% 0.89 1.3% 1% False True 2,478
20 78.37 71.21 7.16 10.0% 1.05 1.5% 1% False True 2,246
40 79.10 65.05 14.05 19.7% 0.92 1.3% 44% False False 2,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.41
2.618 74.10
1.618 73.30
1.000 72.81
0.618 72.50
HIGH 72.01
0.618 71.70
0.500 71.61
0.382 71.52
LOW 71.21
0.618 70.72
1.000 70.41
1.618 69.92
2.618 69.12
4.250 67.81
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 71.61 72.43
PP 71.51 72.05
S1 71.40 71.68

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

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