NYMEX Light Sweet Crude Oil Future July 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 75.55 75.21 -0.34 -0.5% 79.42
High 75.55 76.08 0.53 0.7% 79.47
Low 74.42 73.47 -0.95 -1.3% 76.04
Close 75.09 73.47 -1.62 -2.2% 77.72
Range 1.13 2.61 1.48 131.0% 3.43
ATR 1.82 1.87 0.06 3.1% 0.00
Volume 1,501 2,773 1,272 84.7% 9,454
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.17 80.43 74.91
R3 79.56 77.82 74.19
R2 76.95 76.95 73.95
R1 75.21 75.21 73.71 74.78
PP 74.34 74.34 74.34 74.12
S1 72.60 72.60 73.23 72.17
S2 71.73 71.73 72.99
S3 69.12 69.99 72.75
S4 66.51 67.38 72.03
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 78.17 73.47 4.70 6.4% 1.35 1.8% 0% False True 2,186
10 79.61 73.47 6.14 8.4% 1.42 1.9% 0% False True 2,435
20 80.84 73.47 7.37 10.0% 1.66 2.3% 0% False True 2,359
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 0.15
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 87.17
2.618 82.91
1.618 80.30
1.000 78.69
0.618 77.69
HIGH 76.08
0.618 75.08
0.500 74.78
0.382 74.47
LOW 73.47
0.618 71.86
1.000 70.86
1.618 69.25
2.618 66.64
4.250 62.38
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 74.78 75.82
PP 74.34 75.04
S1 73.91 74.25

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

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