NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 74.74 74.50 -0.24 -0.3% 76.49
High 75.29 75.15 -0.14 -0.2% 76.69
Low 73.83 71.17 -2.66 -3.6% 72.25
Close 74.78 72.00 -2.78 -3.7% 74.78
Range 1.46 3.98 2.52 172.6% 4.44
ATR 2.08 2.22 0.14 6.5% 0.00
Volume 8,299 12,159 3,860 46.5% 54,562
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.71 82.34 74.19
R3 80.73 78.36 73.09
R2 76.75 76.75 72.73
R1 74.38 74.38 72.36 73.58
PP 72.77 72.77 72.77 72.37
S1 70.40 70.40 71.64 69.60
S2 68.79 68.79 71.27
S3 64.81 66.42 70.91
S4 60.83 62.44 69.81
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.89 85.78 77.22
R3 83.45 81.34 76.00
R2 79.01 79.01 75.59
R1 76.90 76.90 75.19 75.74
PP 74.57 74.57 74.57 73.99
S1 72.46 72.46 74.37 71.30
S2 70.13 70.13 73.97
S3 65.69 68.02 73.56
S4 61.25 63.58 72.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.59 71.17 5.42 7.5% 2.64 3.7% 15% False True 10,679
10 76.69 71.15 5.54 7.7% 2.39 3.3% 15% False False 12,189
20 77.45 70.75 6.70 9.3% 2.09 2.9% 19% False False 10,695
40 77.45 63.01 14.44 20.1% 1.99 2.8% 62% False False 9,404
60 77.45 63.01 14.44 20.1% 1.88 2.6% 62% False False 7,736
80 77.45 61.52 15.93 22.1% 1.74 2.4% 66% False False 6,470
100 77.45 56.18 21.27 29.5% 1.60 2.2% 74% False False 5,525
120 77.45 50.20 27.25 37.8% 1.57 2.2% 80% False False 4,965
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 128 trading days
Fibonacci Retracements and Extensions
4.250 92.07
2.618 85.57
1.618 81.59
1.000 79.13
0.618 77.61
HIGH 75.15
0.618 73.63
0.500 73.16
0.382 72.69
LOW 71.17
0.618 68.71
1.000 67.19
1.618 64.73
2.618 60.75
4.250 54.26
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 73.16 73.23
PP 72.77 72.82
S1 72.39 72.41

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

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