NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 74.82 74.24 -0.58 -0.8% 71.41
High 74.82 75.87 1.05 1.4% 74.79
Low 73.35 74.24 0.89 1.2% 71.29
Close 73.36 75.87 2.51 3.4% 73.96
Range 1.47 1.63 0.16 10.9% 3.50
ATR 1.18 1.28 0.09 8.0% 0.00
Volume 1,472 1,472 0 0.0% 5,746
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 80.22 79.67 76.77
R3 78.59 78.04 76.32
R2 76.96 76.96 76.17
R1 76.41 76.41 76.02 76.69
PP 75.33 75.33 75.33 75.46
S1 74.78 74.78 75.72 75.06
S2 73.70 73.70 75.57
S3 72.07 73.15 75.42
S4 70.44 71.52 74.97
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.85 82.40 75.89
R3 80.35 78.90 74.92
R2 76.85 76.85 74.60
R1 75.40 75.40 74.28 76.13
PP 73.35 73.35 73.35 73.71
S1 71.90 71.90 73.64 72.63
S2 69.85 69.85 73.32
S3 66.35 68.40 73.00
S4 62.85 64.90 72.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.87 73.35 2.52 3.3% 0.83 1.1% 100% True False 1,280
10 75.87 70.69 5.18 6.8% 0.85 1.1% 100% True False 1,295
20 77.10 70.69 6.41 8.4% 0.78 1.0% 81% False False 1,394
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 0.02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.80
2.618 80.14
1.618 78.51
1.000 77.50
0.618 76.88
HIGH 75.87
0.618 75.25
0.500 75.06
0.382 74.86
LOW 74.24
0.618 73.23
1.000 72.61
1.618 71.60
2.618 69.97
4.250 67.31
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 75.60 75.45
PP 75.33 75.03
S1 75.06 74.61

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

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