NYMEX Light Sweet Crude Oil Future February 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 75.52 73.76 -1.76 -2.3% 76.40
High 75.79 73.76 -2.03 -2.7% 77.22
Low 74.86 71.81 -3.05 -4.1% 73.00
Close 75.37 72.59 -2.78 -3.7% 75.37
Range 0.93 1.95 1.02 109.7% 4.22
ATR 1.76 1.89 0.13 7.3% 0.00
Volume 5,127 7,617 2,490 48.6% 28,758
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.57 77.53 73.66
R3 76.62 75.58 73.13
R2 74.67 74.67 72.95
R1 73.63 73.63 72.77 73.18
PP 72.72 72.72 72.72 72.49
S1 71.68 71.68 72.41 71.23
S2 70.77 70.77 72.23
S3 68.82 69.73 72.05
S4 66.87 67.78 71.52
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.86 85.83 77.69
R3 83.64 81.61 76.53
R2 79.42 79.42 76.14
R1 77.39 77.39 75.76 76.30
PP 75.20 75.20 75.20 74.65
S1 73.17 73.17 74.98 72.08
S2 70.98 70.98 74.60
S3 66.76 68.95 74.21
S4 62.54 64.73 73.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.71 71.81 4.90 6.8% 1.88 2.6% 16% False True 5,996
10 77.22 71.81 5.41 7.5% 1.80 2.5% 14% False True 5,721
20 78.00 71.53 6.47 8.9% 1.63 2.2% 16% False False 5,321
40 78.00 63.61 14.39 19.8% 1.46 2.0% 62% False False 4,899
60 78.00 63.61 14.39 19.8% 1.26 1.7% 62% False False 4,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.05
2.618 78.87
1.618 76.92
1.000 75.71
0.618 74.97
HIGH 73.76
0.618 73.02
0.500 72.79
0.382 72.55
LOW 71.81
0.618 70.60
1.000 69.86
1.618 68.65
2.618 66.70
4.250 63.52
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 72.79 73.80
PP 72.72 73.40
S1 72.66 72.99

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

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