NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 71.36 72.86 1.50 2.1% 73.75
High 72.95 73.52 0.57 0.8% 75.00
Low 69.83 71.78 1.95 2.8% 69.83
Close 72.49 72.74 0.25 0.3% 72.74
Range 3.12 1.74 -1.38 -44.2% 5.17
ATR 2.66 2.59 -0.07 -2.5% 0.00
Volume 255,501 272,730 17,229 6.7% 1,307,560
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.90 77.06 73.70
R3 76.16 75.32 73.22
R2 74.42 74.42 73.06
R1 73.58 73.58 72.90 73.13
PP 72.68 72.68 72.68 72.46
S1 71.84 71.84 72.58 71.39
S2 70.94 70.94 72.42
S3 69.20 70.10 72.26
S4 67.46 68.36 71.78
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.03 85.56 75.58
R3 82.86 80.39 74.16
R2 77.69 77.69 73.69
R1 75.22 75.22 73.21 73.87
PP 72.52 72.52 72.52 71.85
S1 70.05 70.05 72.27 68.70
S2 67.35 67.35 71.79
S3 62.18 64.88 71.32
S4 57.01 59.71 69.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.00 69.83 5.17 7.1% 2.39 3.3% 56% False False 261,512
10 75.00 67.42 7.58 10.4% 2.71 3.7% 70% False False 245,254
20 75.00 67.42 7.58 10.4% 2.54 3.5% 70% False False 192,660
40 75.00 60.43 14.57 20.0% 2.50 3.4% 84% False False 123,099
60 75.27 60.43 14.84 20.4% 2.45 3.4% 83% False False 87,532
80 75.27 59.20 16.07 22.1% 2.33 3.2% 84% False False 68,499
100 75.27 53.00 22.27 30.6% 2.17 3.0% 89% False False 56,302
120 75.27 49.19 26.08 35.9% 2.11 2.9% 90% False False 48,029
Crabel Price Patterns
NR True
NR4 True
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 0.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.92
2.618 78.08
1.618 76.34
1.000 75.26
0.618 74.60
HIGH 73.52
0.618 72.86
0.500 72.65
0.382 72.44
LOW 71.78
0.618 70.70
1.000 70.04
1.618 68.96
2.618 67.22
4.250 64.39
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 72.71 72.39
PP 72.68 72.03
S1 72.65 71.68

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

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