NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 73.78 75.00 1.22 1.7% 78.27
High 74.68 76.58 1.90 2.5% 78.57
Low 73.54 74.40 0.86 1.2% 75.25
Close 74.68 76.53 1.85 2.5% 75.31
Range 1.14 2.18 1.04 91.2% 3.32
ATR 1.36 1.42 0.06 4.3% 0.00
Volume 1,205 2,082 877 72.8% 9,509
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.38 81.63 77.73
R3 80.20 79.45 77.13
R2 78.02 78.02 76.93
R1 77.27 77.27 76.73 77.65
PP 75.84 75.84 75.84 76.02
S1 75.09 75.09 76.33 75.47
S2 73.66 73.66 76.13
S3 71.48 72.91 75.93
S4 69.30 70.73 75.33
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 78.42 73.54 4.88 6.4% 1.41 1.8% 61% False False 2,039
10 79.61 73.54 6.07 7.9% 0.95 1.2% 49% False False 2,042
20 79.61 71.82 7.79 10.2% 0.89 1.2% 60% False False 2,227
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 82.29
1.618 80.11
1.000 78.76
0.618 77.93
HIGH 76.58
0.618 75.75
0.500 75.49
0.382 75.23
LOW 74.40
0.618 73.05
1.000 72.22
1.618 70.87
2.618 68.69
4.250 65.14
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 76.18 76.21
PP 75.84 75.88
S1 75.49 75.56

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

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