NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 75.60 74.75 -0.85 -1.1% 74.04
High 75.60 74.82 -0.78 -1.0% 77.10
Low 75.40 73.06 -2.34 -3.1% 73.62
Close 75.77 73.59 -2.18 -2.9% 76.77
Range 0.20 1.76 1.56 780.0% 3.48
ATR 1.10 1.22 0.11 10.4% 0.00
Volume 1,352 1,726 374 27.7% 6,109
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.10 78.11 74.56
R3 77.34 76.35 74.07
R2 75.58 75.58 73.91
R1 74.59 74.59 73.75 74.21
PP 73.82 73.82 73.82 73.63
S1 72.83 72.83 73.43 72.45
S2 72.06 72.06 73.27
S3 70.30 71.07 73.11
S4 68.54 69.31 72.62
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.27 85.00 78.68
R3 82.79 81.52 77.73
R2 79.31 79.31 77.41
R1 78.04 78.04 77.09 78.68
PP 75.83 75.83 75.83 76.15
S1 74.56 74.56 76.45 75.20
S2 72.35 72.35 76.13
S3 68.87 71.08 75.81
S4 65.39 67.60 74.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.10 73.06 4.04 5.5% 0.65 0.9% 13% False True 1,137
10 77.10 73.06 4.04 5.5% 0.75 1.0% 13% False True 1,396
20 78.01 72.55 5.46 7.4% 0.54 0.7% 19% False False 1,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.30
2.618 79.43
1.618 77.67
1.000 76.58
0.618 75.91
HIGH 74.82
0.618 74.15
0.500 73.94
0.382 73.73
LOW 73.06
0.618 71.97
1.000 71.30
1.618 70.21
2.618 68.45
4.250 65.58
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 73.94 74.33
PP 73.82 74.08
S1 73.71 73.84

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

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