NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 83.67 83.37 -0.30 -0.4% 82.20
High 83.75 83.37 -0.38 -0.5% 84.73
Low 83.67 81.01 -2.66 -3.2% 81.01
Close 83.71 81.69 -2.02 -2.4% 81.69
Range 0.08 2.36 2.28 2,850.0% 3.72
ATR 1.39 1.49 0.09 6.7% 0.00
Volume 3,158 1,986 -1,172 -37.1% 12,289
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.10 87.76 82.99
R3 86.74 85.40 82.34
R2 84.38 84.38 82.12
R1 83.04 83.04 81.91 82.53
PP 82.02 82.02 82.02 81.77
S1 80.68 80.68 81.47 80.17
S2 79.66 79.66 81.26
S3 77.30 78.32 81.04
S4 74.94 75.96 80.39
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.64 91.38 83.74
R3 89.92 87.66 82.71
R2 86.20 86.20 82.37
R1 83.94 83.94 82.03 83.21
PP 82.48 82.48 82.48 82.11
S1 80.22 80.22 81.35 79.49
S2 78.76 78.76 81.01
S3 75.04 76.50 80.67
S4 71.32 72.78 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 81.01 3.72 4.6% 0.82 1.0% 18% False True 2,457
10 84.73 80.69 4.04 4.9% 1.06 1.3% 25% False False 2,182
20 84.95 77.44 7.51 9.2% 0.92 1.1% 57% False False 2,009
40 84.95 70.69 14.26 17.5% 0.82 1.0% 77% False False 1,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 93.40
2.618 89.55
1.618 87.19
1.000 85.73
0.618 84.83
HIGH 83.37
0.618 82.47
0.500 82.19
0.382 81.91
LOW 81.01
0.618 79.55
1.000 78.65
1.618 77.19
2.618 74.83
4.250 70.98
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 82.19 82.87
PP 82.02 82.48
S1 81.86 82.08

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

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