NYMEX Light Sweet Crude Oil Future February 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 75.13 74.05 -1.08 -1.4% 71.80
High 75.13 75.36 0.23 0.3% 77.05
Low 73.43 73.00 -0.43 -0.6% 71.53
Close 74.33 75.17 0.84 1.1% 76.72
Range 1.70 2.36 0.66 38.8% 5.52
ATR 1.79 1.83 0.04 2.3% 0.00
Volume 7,140 6,143 -997 -14.0% 24,400
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.59 80.74 76.47
R3 79.23 78.38 75.82
R2 76.87 76.87 75.60
R1 76.02 76.02 75.39 76.45
PP 74.51 74.51 74.51 74.72
S1 73.66 73.66 74.95 74.09
S2 72.15 72.15 74.74
S3 69.79 71.30 74.52
S4 67.43 68.94 73.87
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 73.00 4.22 5.6% 1.56 2.1% 51% False True 6,034
10 77.22 71.53 5.69 7.6% 1.98 2.6% 64% False False 5,437
20 78.00 71.53 6.47 8.6% 1.63 2.2% 56% False False 5,183
40 78.00 63.61 14.39 19.1% 1.43 1.9% 80% False False 4,749
60 78.00 63.61 14.39 19.1% 1.26 1.7% 80% False False 4,009
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.39
2.618 81.54
1.618 79.18
1.000 77.72
0.618 76.82
HIGH 75.36
0.618 74.46
0.500 74.18
0.382 73.90
LOW 73.00
0.618 71.54
1.000 70.64
1.618 69.18
2.618 66.82
4.250 62.97
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 74.84 75.07
PP 74.51 74.96
S1 74.18 74.86

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

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