NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 74.47 73.79 -0.68 -0.9% 71.20
High 74.95 75.50 0.55 0.7% 75.50
Low 73.46 72.94 -0.52 -0.7% 68.90
Close 73.77 74.82 1.05 1.4% 74.82
Range 1.49 2.56 1.07 71.8% 6.60
ATR 2.55 2.55 0.00 0.0% 0.00
Volume 92,351 65,112 -27,239 -29.5% 293,786
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.10 81.02 76.23
R3 79.54 78.46 75.52
R2 76.98 76.98 75.29
R1 75.90 75.90 75.05 76.44
PP 74.42 74.42 74.42 74.69
S1 73.34 73.34 74.59 73.88
S2 71.86 71.86 74.35
S3 69.30 70.78 74.12
S4 66.74 68.22 73.41
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 92.87 90.45 78.45
R3 86.27 83.85 76.64
R2 79.67 79.67 76.03
R1 77.25 77.25 75.43 78.46
PP 73.07 73.07 73.07 73.68
S1 70.65 70.65 74.22 71.86
S2 66.47 66.47 73.61
S3 59.87 64.05 73.01
S4 53.27 57.45 71.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.50 68.90 6.60 8.8% 2.86 3.8% 90% True False 58,757
10 75.50 68.90 6.60 8.8% 2.61 3.5% 90% True False 57,025
20 75.89 66.41 9.48 12.7% 2.61 3.5% 89% False False 48,065
40 75.89 61.38 14.51 19.4% 2.47 3.3% 93% False False 32,760
60 75.89 61.38 14.51 19.4% 2.25 3.0% 93% False False 24,887
80 75.89 55.83 20.06 26.8% 2.08 2.8% 95% False False 20,274
100 75.89 54.20 21.69 29.0% 1.91 2.6% 95% False False 17,127
120 75.89 49.00 26.89 35.9% 1.90 2.5% 96% False False 15,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.38
2.618 82.20
1.618 79.64
1.000 78.06
0.618 77.08
HIGH 75.50
0.618 74.52
0.500 74.22
0.382 73.92
LOW 72.94
0.618 71.36
1.000 70.38
1.618 68.80
2.618 66.24
4.250 62.06
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 74.62 74.30
PP 74.42 73.77
S1 74.22 73.25

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

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