NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 74.21 75.70 1.49 2.0% 75.41
High 75.55 76.29 0.74 1.0% 75.41
Low 74.20 75.69 1.49 2.0% 72.55
Close 75.23 75.30 0.07 0.1% 72.73
Range 1.35 0.60 -0.75 -55.6% 2.86
ATR
Volume 866 761 -105 -12.1% 6,863
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.56 77.03 75.63
R3 76.96 76.43 75.47
R2 76.36 76.36 75.41
R1 75.83 75.83 75.36 75.80
PP 75.76 75.76 75.76 75.74
S1 75.23 75.23 75.25 75.20
S2 75.16 75.16 75.19
S3 74.56 74.63 75.14
S4 73.96 74.03 74.97
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.14 80.30 74.30
R3 79.28 77.44 73.52
R2 76.42 76.42 73.25
R1 74.58 74.58 72.99 74.07
PP 73.56 73.56 73.56 73.31
S1 71.72 71.72 72.47 71.21
S2 70.70 70.70 72.21
S3 67.84 68.86 71.94
S4 64.98 66.00 71.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.29 72.55 3.74 5.0% 0.53 0.7% 74% True False 1,278
10 78.01 72.55 5.46 7.3% 0.34 0.5% 50% False False 1,179
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.84
2.618 77.86
1.618 77.26
1.000 76.89
0.618 76.66
HIGH 76.29
0.618 76.06
0.500 75.99
0.382 75.92
LOW 75.69
0.618 75.32
1.000 75.09
1.618 74.72
2.618 74.12
4.250 73.14
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 75.99 75.01
PP 75.76 74.71
S1 75.53 74.42

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

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