NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 76.08 78.12 2.04 2.7% 79.42
High 77.76 78.17 0.41 0.5% 79.47
Low 76.08 77.72 1.64 2.2% 76.04
Close 77.72 77.72 0.00 0.0% 77.72
Range 1.68 0.45 -1.23 -73.2% 3.43
ATR 1.80 1.70 -0.10 -5.4% 0.00
Volume 1,704 1,479 -225 -13.2% 9,454
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.22 78.92 77.97
R3 78.77 78.47 77.84
R2 78.32 78.32 77.80
R1 78.02 78.02 77.76 77.95
PP 77.87 77.87 77.87 77.83
S1 77.57 77.57 77.68 77.50
S2 77.42 77.42 77.64
S3 76.97 77.12 77.60
S4 76.52 76.67 77.47
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.03 86.31 79.61
R3 84.60 82.88 78.66
R2 81.17 81.17 78.35
R1 79.45 79.45 78.03 78.60
PP 77.74 77.74 77.74 77.32
S1 76.02 76.02 77.41 75.17
S2 74.31 74.31 77.09
S3 70.88 72.59 76.78
S4 67.45 69.16 75.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.47 76.04 3.43 4.4% 1.05 1.4% 49% False False 1,890
10 79.61 74.31 5.30 6.8% 1.51 1.9% 64% False False 2,322
20 80.84 74.31 6.53 8.4% 1.58 2.0% 52% False False 2,506
Crabel Price Patterns
NR True
NR4 True
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 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.08
2.618 79.35
1.618 78.90
1.000 78.62
0.618 78.45
HIGH 78.17
0.618 78.00
0.500 77.95
0.382 77.89
LOW 77.72
0.618 77.44
1.000 77.27
1.618 76.99
2.618 76.54
4.250 75.81
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 77.95 77.52
PP 77.87 77.31
S1 77.80 77.11

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

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