NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 74.92 71.58 -3.34 -4.5% 78.43
High 74.92 72.15 -2.77 -3.7% 78.43
Low 72.50 71.57 -0.93 -1.3% 75.25
Close 72.51 72.15 -0.36 -0.5% 76.91
Range 2.42 0.58 -1.84 -76.0% 3.18
ATR 1.18 1.17 -0.02 -1.5% 0.00
Volume 960 2,856 1,896 197.5% 9,624
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.70 73.50 72.47
R3 73.12 72.92 72.31
R2 72.54 72.54 72.26
R1 72.34 72.34 72.20 72.44
PP 71.96 71.96 71.96 72.01
S1 71.76 71.76 72.10 71.86
S2 71.38 71.38 72.04
S3 70.80 71.18 71.99
S4 70.22 70.60 71.83
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 71.57 5.34 7.4% 0.73 1.0% 11% False True 2,343
10 78.43 71.57 6.86 9.5% 0.40 0.5% 8% False True 2,097
20 79.44 71.57 7.87 10.9% 0.63 0.9% 7% False True 2,099
40 79.61 65.75 13.86 19.2% 0.63 0.9% 46% False False 2,087
Crabel Price Patterns
NR True
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.62
2.618 73.67
1.618 73.09
1.000 72.73
0.618 72.51
HIGH 72.15
0.618 71.93
0.500 71.86
0.382 71.79
LOW 71.57
0.618 71.21
1.000 70.99
1.618 70.63
2.618 70.05
4.250 69.11
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 72.05 73.25
PP 71.96 72.88
S1 71.86 72.52

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

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