NYMEX Light Sweet Crude Oil Future November 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 72.17 73.50 1.33 1.8% 74.69
High 73.52 74.16 0.64 0.9% 75.55
Low 70.62 72.44 1.82 2.6% 70.62
Close 73.14 73.46 0.32 0.4% 73.46
Range 2.90 1.72 -1.18 -40.7% 4.93
ATR 2.52 2.46 -0.06 -2.3% 0.00
Volume 66,335 59,606 -6,729 -10.1% 349,873
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.51 77.71 74.41
R3 76.79 75.99 73.93
R2 75.07 75.07 73.78
R1 74.27 74.27 73.62 73.81
PP 73.35 73.35 73.35 73.13
S1 72.55 72.55 73.30 72.09
S2 71.63 71.63 73.14
S3 69.91 70.83 72.99
S4 68.19 69.11 72.51
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.00 85.66 76.17
R3 83.07 80.73 74.82
R2 78.14 78.14 74.36
R1 75.80 75.80 73.91 74.51
PP 73.21 73.21 73.21 72.56
S1 70.87 70.87 73.01 69.58
S2 68.28 68.28 72.56
S3 63.35 65.94 72.10
S4 58.42 61.01 70.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.55 70.62 4.93 6.7% 2.26 3.1% 58% False False 69,974
10 75.55 68.90 6.65 9.1% 2.56 3.5% 69% False False 64,365
20 75.89 68.90 6.99 9.5% 2.40 3.3% 65% False False 57,599
40 75.89 61.38 14.51 19.8% 2.37 3.2% 83% False False 40,368
60 75.89 61.38 14.51 19.8% 2.29 3.1% 83% False False 29,781
80 75.89 59.95 15.94 21.7% 2.14 2.9% 85% False False 24,264
100 75.89 54.20 21.69 29.5% 1.97 2.7% 89% False False 20,362
120 75.89 49.00 26.89 36.6% 1.92 2.6% 91% False False 17,784
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 0.71
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.47
2.618 78.66
1.618 76.94
1.000 75.88
0.618 75.22
HIGH 74.16
0.618 73.50
0.500 73.30
0.382 73.10
LOW 72.44
0.618 71.38
1.000 70.72
1.618 69.66
2.618 67.94
4.250 65.13
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 73.41 73.10
PP 73.35 72.75
S1 73.30 72.39

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

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