NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 73.68 73.96 0.28 0.4% 72.45
High 74.70 74.81 0.11 0.1% 76.55
Low 72.85 72.25 -0.60 -0.8% 70.75
Close 73.68 74.53 0.85 1.2% 76.13
Range 1.85 2.56 0.71 38.4% 5.80
ATR 2.10 2.13 0.03 1.6% 0.00
Volume 12,173 12,720 547 4.5% 62,595
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.54 80.60 75.94
R3 78.98 78.04 75.23
R2 76.42 76.42 75.00
R1 75.48 75.48 74.76 75.95
PP 73.86 73.86 73.86 74.10
S1 72.92 72.92 74.30 73.39
S2 71.30 71.30 74.06
S3 68.74 70.36 73.83
S4 66.18 67.80 73.12
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.88 89.80 79.32
R3 86.08 84.00 77.73
R2 80.28 80.28 77.19
R1 78.20 78.20 76.66 79.24
PP 74.48 74.48 74.48 75.00
S1 72.40 72.40 75.60 73.44
S2 68.68 68.68 75.07
S3 62.88 66.60 74.54
S4 57.08 60.80 72.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.69 72.25 4.44 6.0% 2.01 2.7% 51% False True 12,666
10 76.69 70.75 5.94 8.0% 2.36 3.2% 64% False False 11,999
20 77.45 70.66 6.79 9.1% 2.08 2.8% 57% False False 10,718
40 77.45 63.01 14.44 19.4% 1.92 2.6% 80% False False 9,244
60 77.45 63.01 14.44 19.4% 1.83 2.5% 80% False False 7,514
80 77.45 61.52 15.93 21.4% 1.72 2.3% 82% False False 6,302
100 77.45 56.18 21.27 28.5% 1.57 2.1% 86% False False 5,383
120 77.45 50.10 27.35 36.7% 1.56 2.1% 89% False False 4,848
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.69
2.618 81.51
1.618 78.95
1.000 77.37
0.618 76.39
HIGH 74.81
0.618 73.83
0.500 73.53
0.382 73.23
LOW 72.25
0.618 70.67
1.000 69.69
1.618 68.11
2.618 65.55
4.250 61.37
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 74.20 74.49
PP 73.86 74.46
S1 73.53 74.42

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

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