NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 70.31 70.87 0.56 0.8% 73.76
High 70.83 73.50 2.67 3.8% 73.80
Low 69.41 70.78 1.37 2.0% 69.41
Close 70.14 72.91 2.77 3.9% 70.14
Range 1.42 2.72 1.30 91.5% 4.39
ATR 1.86 1.96 0.11 5.8% 0.00
Volume 5,317 4,889 -428 -8.0% 28,822
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.56 79.45 74.41
R3 77.84 76.73 73.66
R2 75.12 75.12 73.41
R1 74.01 74.01 73.16 74.57
PP 72.40 72.40 72.40 72.67
S1 71.29 71.29 72.66 71.85
S2 69.68 69.68 72.41
S3 66.96 68.57 72.16
S4 64.24 65.85 71.41
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 6.0% 1.98 2.7% 80% False False 5,218
10 76.71 69.41 7.30 10.0% 1.93 2.6% 48% False False 5,607
20 77.22 69.41 7.81 10.7% 1.80 2.5% 45% False False 5,180
40 78.00 64.57 13.43 18.4% 1.58 2.2% 62% False False 5,141
60 78.00 63.61 14.39 19.7% 1.38 1.9% 65% False False 4,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.06
2.618 80.62
1.618 77.90
1.000 76.22
0.618 75.18
HIGH 73.50
0.618 72.46
0.500 72.14
0.382 71.82
LOW 70.78
0.618 69.10
1.000 68.06
1.618 66.38
2.618 63.66
4.250 59.22
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 72.65 72.43
PP 72.40 71.94
S1 72.14 71.46

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

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