NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 72.20 74.47 2.27 3.1% 73.70
High 75.20 74.95 -0.25 -0.3% 75.22
Low 70.99 73.46 2.47 3.5% 70.75
Close 74.79 73.77 -1.02 -1.4% 71.06
Range 4.21 1.49 -2.72 -64.6% 4.47
ATR 2.63 2.55 -0.08 -3.1% 0.00
Volume 61,149 92,351 31,202 51.0% 276,464
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.53 77.64 74.59
R3 77.04 76.15 74.18
R2 75.55 75.55 74.04
R1 74.66 74.66 73.91 74.36
PP 74.06 74.06 74.06 73.91
S1 73.17 73.17 73.63 72.87
S2 72.57 72.57 73.50
S3 71.08 71.68 73.36
S4 69.59 70.19 72.95
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 75.20 68.90 6.30 8.5% 3.17 4.3% 77% False False 57,076
10 75.69 68.90 6.79 9.2% 2.56 3.5% 72% False False 54,640
20 75.89 66.41 9.48 12.9% 2.57 3.5% 78% False False 46,754
40 75.89 61.38 14.51 19.7% 2.46 3.3% 85% False False 31,324
60 75.89 61.38 14.51 19.7% 2.25 3.0% 85% False False 23,922
80 75.89 55.68 20.21 27.4% 2.06 2.8% 90% False False 19,502
100 75.89 54.20 21.69 29.4% 1.91 2.6% 90% False False 16,521
120 75.89 47.48 28.41 38.5% 1.89 2.6% 93% False False 14,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.28
2.618 78.85
1.618 77.36
1.000 76.44
0.618 75.87
HIGH 74.95
0.618 74.38
0.500 74.21
0.382 74.03
LOW 73.46
0.618 72.54
1.000 71.97
1.618 71.05
2.618 69.56
4.250 67.13
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 74.21 73.26
PP 74.06 72.75
S1 73.92 72.24

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

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