NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 72.74 71.05 -1.69 -2.3% 76.40
High 73.80 71.05 -2.75 -3.7% 77.22
Low 70.74 69.89 -0.85 -1.2% 73.00
Close 70.76 70.54 -0.22 -0.3% 75.37
Range 3.06 1.16 -1.90 -62.1% 4.22
ATR 1.98 1.92 -0.06 -2.9% 0.00
Volume 3,872 5,440 1,568 40.5% 28,758
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.97 73.42 71.18
R3 72.81 72.26 70.86
R2 71.65 71.65 70.75
R1 71.10 71.10 70.65 70.80
PP 70.49 70.49 70.49 70.34
S1 69.94 69.94 70.43 69.64
S2 69.33 69.33 70.33
S3 68.17 68.78 70.22
S4 67.01 67.62 69.90
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 75.79 69.89 5.90 8.4% 1.89 2.7% 11% False True 5,639
10 77.22 69.89 7.33 10.4% 1.61 2.3% 9% False True 5,949
20 78.00 69.89 8.11 11.5% 1.67 2.4% 8% False True 5,091
40 78.00 63.61 14.39 20.4% 1.50 2.1% 48% False False 4,952
60 78.00 63.61 14.39 20.4% 1.31 1.9% 48% False False 4,214
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.98
2.618 74.09
1.618 72.93
1.000 72.21
0.618 71.77
HIGH 71.05
0.618 70.61
0.500 70.47
0.382 70.33
LOW 69.89
0.618 69.17
1.000 68.73
1.618 68.01
2.618 66.85
4.250 64.96
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 70.52 71.85
PP 70.49 71.41
S1 70.47 70.98

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

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