NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 74.21 74.92 0.71 1.0% 78.43
High 74.21 74.92 0.71 1.0% 78.43
Low 74.21 72.50 -1.71 -2.3% 75.25
Close 74.21 72.51 -1.70 -2.3% 76.91
Range 0.00 2.42 2.42 3.18
ATR 1.09 1.18 0.10 8.7% 0.00
Volume 2,996 960 -2,036 -68.0% 9,624
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.57 78.96 73.84
R3 78.15 76.54 73.18
R2 75.73 75.73 72.95
R1 74.12 74.12 72.73 73.72
PP 73.31 73.31 73.31 73.11
S1 71.70 71.70 72.29 71.30
S2 70.89 70.89 72.07
S3 68.47 69.28 71.84
S4 66.05 66.86 71.18
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.40 84.84 78.66
R3 83.22 81.66 77.78
R2 80.04 80.04 77.49
R1 78.48 78.48 77.20 77.67
PP 76.86 76.86 76.86 76.46
S1 75.30 75.30 76.62 74.49
S2 73.68 73.68 76.33
S3 70.50 72.12 76.04
S4 67.32 68.94 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.91 72.50 4.41 6.1% 0.61 0.8% 0% False True 2,015
10 78.43 72.50 5.93 8.2% 0.34 0.5% 0% False True 2,040
20 79.61 72.50 7.11 9.8% 0.64 0.9% 0% False True 2,041
40 79.61 65.75 13.86 19.1% 0.65 0.9% 49% False False 2,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 85.21
2.618 81.26
1.618 78.84
1.000 77.34
0.618 76.42
HIGH 74.92
0.618 74.00
0.500 73.71
0.382 73.42
LOW 72.50
0.618 71.00
1.000 70.08
1.618 68.58
2.618 66.16
4.250 62.22
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 73.71 74.71
PP 73.31 73.97
S1 72.91 73.24

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

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