NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 71.72 70.31 -1.41 -2.0% 73.76
High 71.72 70.83 -0.89 -1.2% 73.80
Low 70.17 69.41 -0.76 -1.1% 69.41
Close 70.26 70.14 -0.12 -0.2% 70.14
Range 1.55 1.42 -0.13 -8.4% 4.39
ATR 1.89 1.86 -0.03 -1.8% 0.00
Volume 6,576 5,317 -1,259 -19.1% 28,822
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.39 73.68 70.92
R3 72.97 72.26 70.53
R2 71.55 71.55 70.40
R1 70.84 70.84 70.27 70.49
PP 70.13 70.13 70.13 69.95
S1 69.42 69.42 70.01 69.07
S2 68.71 68.71 69.88
S3 67.29 68.00 69.75
S4 65.87 66.58 69.36
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.29 81.60 72.55
R3 79.90 77.21 71.35
R2 75.51 75.51 70.94
R1 72.82 72.82 70.54 71.97
PP 71.12 71.12 71.12 70.69
S1 68.43 68.43 69.74 67.58
S2 66.73 66.73 69.34
S3 62.34 64.04 68.93
S4 57.95 59.65 67.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.80 69.41 4.39 6.3% 1.83 2.6% 17% False True 5,764
10 77.22 69.41 7.81 11.1% 1.74 2.5% 9% False True 5,758
20 77.22 69.41 7.81 11.1% 1.70 2.4% 9% False True 5,103
40 78.00 63.61 14.39 20.5% 1.54 2.2% 45% False False 5,073
60 78.00 63.61 14.39 20.5% 1.34 1.9% 45% False False 4,331
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.87
2.618 74.55
1.618 73.13
1.000 72.25
0.618 71.71
HIGH 70.83
0.618 70.29
0.500 70.12
0.382 69.95
LOW 69.41
0.618 68.53
1.000 67.99
1.618 67.11
2.618 65.69
4.250 63.38
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 70.13 70.57
PP 70.13 70.42
S1 70.12 70.28

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

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