NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 78.22 76.03 -2.19 -2.8% 73.78
High 78.22 76.03 -2.19 -2.8% 78.32
Low 78.22 76.03 -2.19 -2.8% 73.54
Close 76.33 76.03 -0.30 -0.4% 78.23
Range
ATR 1.11 1.05 -0.06 -5.2% 0.00
Volume 2,112 1,217 -895 -42.4% 10,110
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.03 76.03 76.03
R3 76.03 76.03 76.03
R2 76.03 76.03 76.03
R1 76.03 76.03 76.03 76.03
PP 76.03 76.03 76.03 76.03
S1 76.03 76.03 76.03 76.03
S2 76.03 76.03 76.03
S3 76.03 76.03 76.03
S4 76.03 76.03 76.03
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.04 89.41 80.86
R3 86.26 84.63 79.54
R2 81.48 81.48 79.11
R1 79.85 79.85 78.67 80.67
PP 76.70 76.70 76.70 77.10
S1 75.07 75.07 77.79 75.89
S2 71.92 71.92 77.35
S3 67.14 70.29 76.92
S4 62.36 65.51 75.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.43 76.03 2.40 3.2% 0.06 0.1% 0% False True 1,850
10 78.43 73.54 4.89 6.4% 0.67 0.9% 51% False False 2,043
20 79.61 73.54 6.07 8.0% 0.68 0.9% 41% False False 1,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.08
Fibonacci Retracements and Extensions
4.250 76.03
2.618 76.03
1.618 76.03
1.000 76.03
0.618 76.03
HIGH 76.03
0.618 76.03
0.500 76.03
0.382 76.03
LOW 76.03
0.618 76.03
1.000 76.03
1.618 76.03
2.618 76.03
4.250 76.03
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 76.03 77.23
PP 76.03 76.83
S1 76.03 76.43

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

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