NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 71.21 71.22 0.01 0.0% 74.90
High 71.50 71.22 -0.28 -0.4% 75.60
Low 70.89 70.69 -0.20 -0.3% 70.69
Close 70.92 70.73 -0.19 -0.3% 70.73
Range 0.61 0.53 -0.08 -13.1% 4.91
ATR 1.32 1.27 -0.06 -4.3% 0.00
Volume 3,703 2,128 -1,575 -42.5% 9,792
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.47 72.13 71.02
R3 71.94 71.60 70.88
R2 71.41 71.41 70.83
R1 71.07 71.07 70.78 70.98
PP 70.88 70.88 70.88 70.83
S1 70.54 70.54 70.68 70.45
S2 70.35 70.35 70.63
S3 69.82 70.01 70.58
S4 69.29 69.48 70.44
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.07 83.81 73.43
R3 82.16 78.90 72.08
R2 77.25 77.25 71.63
R1 73.99 73.99 71.18 73.17
PP 72.34 72.34 72.34 71.93
S1 69.08 69.08 70.28 68.26
S2 67.43 67.43 69.83
S3 62.52 64.17 69.38
S4 57.61 59.26 68.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.60 70.69 4.91 6.9% 0.82 1.2% 1% False True 1,958
10 77.10 70.69 6.41 9.1% 0.65 0.9% 1% False True 1,590
20 78.00 70.69 7.31 10.3% 0.60 0.8% 1% False True 1,462
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.47
2.618 72.61
1.618 72.08
1.000 71.75
0.618 71.55
HIGH 71.22
0.618 71.02
0.500 70.96
0.382 70.89
LOW 70.69
0.618 70.36
1.000 70.16
1.618 69.83
2.618 69.30
4.250 68.44
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 70.96 72.76
PP 70.88 72.08
S1 70.81 71.41

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

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