NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 76.03 75.78 -0.25 -0.3% 73.78
High 76.03 75.88 -0.15 -0.2% 78.32
Low 76.03 75.25 -0.78 -1.0% 73.54
Close 76.03 76.84 0.81 1.1% 78.23
Range 0.00 0.63 0.63 4.78
ATR 1.05 1.03 -0.02 -1.9% 0.00
Volume 1,217 1,286 69 5.7% 10,110
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.88 77.99 77.19
R3 77.25 77.36 77.01
R2 76.62 76.62 76.96
R1 76.73 76.73 76.90 76.68
PP 75.99 75.99 75.99 75.96
S1 76.10 76.10 76.78 76.05
S2 75.36 75.36 76.72
S3 74.73 75.47 76.67
S4 74.10 74.84 76.49
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 75.25 3.18 4.1% 0.15 0.2% 50% False True 1,719
10 78.43 73.54 4.89 6.4% 0.66 0.9% 67% False False 1,981
20 79.61 73.54 6.07 7.9% 0.67 0.9% 54% False False 1,937
40 79.61 65.75 13.86 18.0% 0.64 0.8% 80% False False 1,948
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 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.56
2.618 77.53
1.618 76.90
1.000 76.51
0.618 76.27
HIGH 75.88
0.618 75.64
0.500 75.57
0.382 75.49
LOW 75.25
0.618 74.86
1.000 74.62
1.618 74.23
2.618 73.60
4.250 72.57
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 76.42 76.81
PP 75.99 76.77
S1 75.57 76.74

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

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