NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 69.30 71.34 2.04 2.9% 68.05
High 71.95 71.95 0.00 0.0% 69.74
Low 69.09 70.16 1.07 1.5% 62.70
Close 71.58 71.42 -0.16 -0.2% 69.45
Range 2.86 1.79 -1.07 -37.4% 7.04
ATR 2.80 2.72 -0.07 -2.6% 0.00
Volume 400,836 323,455 -77,381 -19.3% 1,402,635
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.55 75.77 72.40
R3 74.76 73.98 71.91
R2 72.97 72.97 71.75
R1 72.19 72.19 71.58 72.58
PP 71.18 71.18 71.18 71.37
S1 70.40 70.40 71.26 70.79
S2 69.39 69.39 71.09
S3 67.60 68.61 70.93
S4 65.81 66.82 70.44
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.42 85.97 73.32
R3 81.38 78.93 71.39
R2 74.34 74.34 70.74
R1 71.89 71.89 70.10 73.12
PP 67.30 67.30 67.30 67.91
S1 64.85 64.85 68.80 66.08
S2 60.26 60.26 68.16
S3 53.22 57.81 67.51
S4 46.18 50.77 65.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.95 62.70 9.25 13.0% 3.65 5.1% 94% True False 332,895
10 71.95 62.70 9.25 13.0% 2.89 4.0% 94% True False 304,812
20 71.95 59.30 12.65 17.7% 2.57 3.6% 96% True False 229,084
40 74.66 59.30 15.36 21.5% 2.59 3.6% 79% False False 143,992
60 74.66 58.36 16.30 22.8% 2.48 3.5% 80% False False 105,655
80 74.66 51.96 22.70 31.8% 2.32 3.3% 86% False False 82,838
100 74.66 48.78 25.88 36.2% 2.28 3.2% 87% False False 68,317
120 74.66 44.19 30.47 42.7% 2.32 3.2% 89% False False 58,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.56
2.618 76.64
1.618 74.85
1.000 73.74
0.618 73.06
HIGH 71.95
0.618 71.27
0.500 71.06
0.382 70.84
LOW 70.16
0.618 69.05
1.000 68.37
1.618 67.26
2.618 65.47
4.250 62.55
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 71.30 70.43
PP 71.18 69.44
S1 71.06 68.46

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

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