NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 78.27 77.20 -1.07 -1.4% 77.65
High 78.57 77.20 -1.37 -1.7% 79.61
Low 78.27 76.86 -1.41 -1.8% 77.65
Close 78.43 77.17 -1.26 -1.6% 78.10
Range 0.30 0.34 0.04 13.3% 1.96
ATR 1.29 1.31 0.02 1.6% 0.00
Volume 1,649 952 -697 -42.3% 11,781
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.10 77.97 77.36
R3 77.76 77.63 77.26
R2 77.42 77.42 77.23
R1 77.29 77.29 77.20 77.19
PP 77.08 77.08 77.08 77.02
S1 76.95 76.95 77.14 76.85
S2 76.74 76.74 77.11
S3 76.40 76.61 77.08
S4 76.06 76.27 76.98
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.33 83.18 79.18
R3 82.37 81.22 78.64
R2 80.41 80.41 78.46
R1 79.26 79.26 78.28 79.84
PP 78.45 78.45 78.45 78.74
S1 77.30 77.30 77.92 77.88
S2 76.49 76.49 77.74
S3 74.53 75.34 77.56
S4 72.57 73.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 76.86 2.75 3.6% 0.49 0.6% 11% False True 2,046
10 79.61 71.82 7.79 10.1% 0.63 0.8% 69% False False 1,797
20 79.61 67.39 12.22 15.8% 0.67 0.9% 80% False False 2,035
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.65
2.618 78.09
1.618 77.75
1.000 77.54
0.618 77.41
HIGH 77.20
0.618 77.07
0.500 77.03
0.382 76.99
LOW 76.86
0.618 76.65
1.000 76.52
1.618 76.31
2.618 75.97
4.250 75.42
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 77.12 77.96
PP 77.08 77.69
S1 77.03 77.43

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

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