NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 78.42 77.58 -0.84 -1.1% 78.27
High 78.42 77.58 -0.84 -1.1% 78.57
Low 77.70 75.25 -2.45 -3.2% 75.25
Close 77.77 75.31 -2.46 -3.2% 75.31
Range 0.72 2.33 1.61 223.6% 3.32
ATR 1.24 1.33 0.09 7.4% 0.00
Volume 1,902 3,701 1,799 94.6% 9,509
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.04 81.50 76.59
R3 80.71 79.17 75.95
R2 78.38 78.38 75.74
R1 76.84 76.84 75.52 76.45
PP 76.05 76.05 76.05 75.85
S1 74.51 74.51 75.10 74.12
S2 73.72 73.72 74.88
S3 71.39 72.18 74.67
S4 69.06 69.85 74.03
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.34 84.14 77.14
R3 83.02 80.82 76.22
R2 79.70 79.70 75.92
R1 77.50 77.50 75.61 76.94
PP 76.38 76.38 76.38 76.10
S1 74.18 74.18 75.01 73.62
S2 73.06 73.06 74.70
S3 69.74 70.86 74.40
S4 66.42 67.54 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.57 75.25 3.32 4.4% 0.87 1.2% 2% False True 1,901
10 79.61 75.25 4.36 5.8% 0.75 1.0% 1% False True 2,129
20 79.61 71.82 7.79 10.3% 0.77 1.0% 45% False False 2,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 83.68
1.618 81.35
1.000 79.91
0.618 79.02
HIGH 77.58
0.618 76.69
0.500 76.42
0.382 76.14
LOW 75.25
0.618 73.81
1.000 72.92
1.618 71.48
2.618 69.15
4.250 65.35
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 76.42 76.84
PP 76.05 76.33
S1 75.68 75.82

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

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