NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 71.22 71.41 0.19 0.3% 74.90
High 71.22 71.41 0.19 0.3% 75.60
Low 70.69 71.41 0.72 1.0% 70.69
Close 70.73 71.37 0.64 0.9% 70.73
Range 0.53 0.00 -0.53 -100.0% 4.91
ATR 1.27 1.23 -0.04 -3.3% 0.00
Volume 2,128 1,182 -946 -44.5% 9,792
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.40 71.38 71.37
R3 71.40 71.38 71.37
R2 71.40 71.40 71.37
R1 71.38 71.38 71.37 71.39
PP 71.40 71.40 71.40 71.40
S1 71.38 71.38 71.37 71.39
S2 71.40 71.40 71.37
S3 71.40 71.38 71.37
S4 71.40 71.38 71.37
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% 0.62 0.9% 14% False False 2,018
10 77.10 70.69 6.41 9.0% 0.64 0.9% 11% False False 1,596
20 77.10 70.69 6.41 9.0% 0.60 0.8% 11% False False 1,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 71.41
2.618 71.41
1.618 71.41
1.000 71.41
0.618 71.41
HIGH 71.41
0.618 71.41
0.500 71.41
0.382 71.41
LOW 71.41
0.618 71.41
1.000 71.41
1.618 71.41
2.618 71.41
4.250 71.41
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 71.41 71.28
PP 71.40 71.19
S1 71.38 71.10

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

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