NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 70.11 72.20 2.09 3.0% 73.70
High 73.00 75.20 2.20 3.0% 75.22
Low 69.28 70.99 1.71 2.5% 70.75
Close 72.30 74.79 2.49 3.4% 71.06
Range 3.72 4.21 0.49 13.2% 4.47
ATR 2.50 2.63 0.12 4.9% 0.00
Volume 32,323 61,149 28,826 89.2% 276,464
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.29 84.75 77.11
R3 82.08 80.54 75.95
R2 77.87 77.87 75.56
R1 76.33 76.33 75.18 77.10
PP 73.66 73.66 73.66 74.05
S1 72.12 72.12 74.40 72.89
S2 69.45 69.45 74.02
S3 65.24 67.91 73.63
S4 61.03 63.70 72.47
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.75 82.88 73.52
R3 81.28 78.41 72.29
R2 76.81 76.81 71.88
R1 73.94 73.94 71.47 73.14
PP 72.34 72.34 72.34 71.95
S1 69.47 69.47 70.65 68.67
S2 67.87 67.87 70.24
S3 63.40 65.00 69.83
S4 58.93 60.53 68.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.22 68.90 6.32 8.5% 3.28 4.4% 93% False False 52,032
10 75.89 68.90 6.99 9.3% 2.61 3.5% 84% False False 49,990
20 75.89 66.41 9.48 12.7% 2.62 3.5% 88% False False 44,052
40 75.89 61.38 14.51 19.4% 2.46 3.3% 92% False False 29,154
60 75.89 61.38 14.51 19.4% 2.24 3.0% 92% False False 22,517
80 75.89 54.71 21.18 28.3% 2.05 2.7% 95% False False 18,415
100 75.89 54.20 21.69 29.0% 1.92 2.6% 95% False False 15,645
120 75.89 47.48 28.41 38.0% 1.89 2.5% 96% False False 13,810
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 0.69
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 93.09
2.618 86.22
1.618 82.01
1.000 79.41
0.618 77.80
HIGH 75.20
0.618 73.59
0.500 73.10
0.382 72.60
LOW 70.99
0.618 68.39
1.000 66.78
1.618 64.18
2.618 59.97
4.250 53.10
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 74.23 73.88
PP 73.66 72.96
S1 73.10 72.05

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

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