NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 76.71 75.13 -1.58 -2.1% 71.80
High 76.71 75.13 -1.58 -2.1% 77.05
Low 74.25 73.43 -0.82 -1.1% 71.53
Close 74.74 74.33 -0.41 -0.5% 76.72
Range 2.46 1.70 -0.76 -30.9% 5.52
ATR 1.79 1.79 -0.01 -0.4% 0.00
Volume 3,954 7,140 3,186 80.6% 24,400
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.40 78.56 75.27
R3 77.70 76.86 74.80
R2 76.00 76.00 74.64
R1 75.16 75.16 74.49 74.73
PP 74.30 74.30 74.30 74.08
S1 73.46 73.46 74.17 73.03
S2 72.60 72.60 74.02
S3 70.90 71.76 73.86
S4 69.20 70.06 73.40
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.66 89.71 79.76
R3 86.14 84.19 78.24
R2 80.62 80.62 77.73
R1 78.67 78.67 77.23 79.65
PP 75.10 75.10 75.10 75.59
S1 73.15 73.15 76.21 74.13
S2 69.58 69.58 75.71
S3 64.06 67.63 75.20
S4 58.54 62.11 73.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.22 73.43 3.79 5.1% 1.32 1.8% 24% False True 6,259
10 77.22 71.53 5.69 7.7% 1.82 2.5% 49% False False 5,298
20 78.00 70.50 7.50 10.1% 1.65 2.2% 51% False False 5,083
40 78.00 63.61 14.39 19.4% 1.41 1.9% 74% False False 4,663
60 78.00 63.61 14.39 19.4% 1.25 1.7% 74% False False 3,985
Crabel Price Patterns
NR True
NR4 False
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.36
2.618 79.58
1.618 77.88
1.000 76.83
0.618 76.18
HIGH 75.13
0.618 74.48
0.500 74.28
0.382 74.08
LOW 73.43
0.618 72.38
1.000 71.73
1.618 70.68
2.618 68.98
4.250 66.21
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 74.31 75.33
PP 74.30 74.99
S1 74.28 74.66

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

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