NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 76.91 74.21 -2.70 -3.5% 78.43
High 76.91 74.21 -2.70 -3.5% 78.43
Low 76.91 74.21 -2.70 -3.5% 75.25
Close 76.91 74.21 -2.70 -3.5% 76.91
Range
ATR 0.96 1.09 0.12 12.8% 0.00
Volume 3,618 2,996 -622 -17.2% 9,624
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 74.21 74.21 74.21
R3 74.21 74.21 74.21
R2 74.21 74.21 74.21
R1 74.21 74.21 74.21 74.21
PP 74.21 74.21 74.21 74.21
S1 74.21 74.21 74.21 74.21
S2 74.21 74.21 74.21
S3 74.21 74.21 74.21
S4 74.21 74.21 74.21
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.40 84.84 78.66
R3 83.22 81.66 77.78
R2 80.04 80.04 77.49
R1 78.48 78.48 77.20 77.67
PP 76.86 76.86 76.86 76.46
S1 75.30 75.30 76.62 74.49
S2 73.68 73.68 76.33
S3 70.50 72.12 76.04
S4 67.32 68.94 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.22 74.21 4.01 5.4% 0.13 0.2% 0% False True 2,245
10 78.43 74.21 4.22 5.7% 0.31 0.4% 0% False True 2,152
20 79.61 73.54 6.07 8.2% 0.56 0.8% 11% False False 2,092
40 79.61 65.75 13.86 18.7% 0.62 0.8% 61% False False 2,063
Crabel Price Patterns
NR False
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 0.07
Fibonacci Retracements and Extensions
4.250 74.21
2.618 74.21
1.618 74.21
1.000 74.21
0.618 74.21
HIGH 74.21
0.618 74.21
0.500 74.21
0.382 74.21
LOW 74.21
0.618 74.21
1.000 74.21
1.618 74.21
2.618 74.21
4.250 74.21
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 74.21 75.56
PP 74.21 75.11
S1 74.21 74.66

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

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