NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 71.58 70.63 -0.95 -1.3% 75.20
High 72.01 70.63 -1.38 -1.9% 75.20
Low 71.21 70.63 -0.58 -0.8% 70.63
Close 71.30 71.14 -0.16 -0.2% 71.14
Range 0.80 0.00 -0.80 -100.0% 4.57
ATR 1.39 1.34 -0.05 -3.7% 0.00
Volume 3,248 2,424 -824 -25.4% 12,872
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 70.80 70.97 71.14
R3 70.80 70.97 71.14
R2 70.80 70.80 71.14
R1 70.97 70.97 71.14 70.89
PP 70.80 70.80 70.80 70.76
S1 70.97 70.97 71.14 70.89
S2 70.80 70.80 71.14
S3 70.80 70.97 71.14
S4 70.80 70.97 71.14
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.03 83.16 73.65
R3 81.46 78.59 72.40
R2 76.89 76.89 71.98
R1 74.02 74.02 71.56 73.17
PP 72.32 72.32 72.32 71.90
S1 69.45 69.45 70.72 68.60
S2 67.75 67.75 70.30
S3 63.18 64.88 69.88
S4 58.61 60.31 68.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.20 70.63 4.57 6.4% 1.01 1.4% 11% False True 2,574
10 78.20 70.63 7.57 10.6% 0.79 1.1% 7% False True 2,345
20 78.20 70.63 7.57 10.6% 1.01 1.4% 7% False True 2,276
40 79.10 65.05 14.05 19.7% 0.90 1.3% 43% False False 2,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 70.63
2.618 70.63
1.618 70.63
1.000 70.63
0.618 70.63
HIGH 70.63
0.618 70.63
0.500 70.63
0.382 70.63
LOW 70.63
0.618 70.63
1.000 70.63
1.618 70.63
2.618 70.63
4.250 70.63
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 70.97 71.34
PP 70.80 71.27
S1 70.63 71.21

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

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