NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 77.89 77.90 0.01 0.0% 75.68
High 78.33 79.10 0.77 1.0% 76.00
Low 77.89 77.85 -0.04 -0.1% 71.26
Close 78.39 79.10 0.71 0.9% 76.06
Range 0.44 1.25 0.81 184.1% 4.74
ATR 1.38 1.37 -0.01 -0.7% 0.00
Volume 2,125 1,393 -732 -34.4% 11,430
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.43 82.02 79.79
R3 81.18 80.77 79.44
R2 79.93 79.93 79.33
R1 79.52 79.52 79.21 79.73
PP 78.68 78.68 78.68 78.79
S1 78.27 78.27 78.99 78.48
S2 77.43 77.43 78.87
S3 76.18 77.02 78.76
S4 74.93 75.77 78.41
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.66 87.10 78.67
R3 83.92 82.36 77.36
R2 79.18 79.18 76.93
R1 77.62 77.62 76.49 78.40
PP 74.44 74.44 74.44 74.83
S1 72.88 72.88 75.63 73.66
S2 69.70 69.70 75.19
S3 64.96 68.14 74.76
S4 60.22 63.40 73.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.10 72.60 6.50 8.2% 1.25 1.6% 100% True False 1,770
10 79.10 71.26 7.84 9.9% 1.09 1.4% 100% True False 2,744
20 79.10 65.05 14.05 17.8% 0.76 1.0% 100% True False 2,431
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 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.41
2.618 82.37
1.618 81.12
1.000 80.35
0.618 79.87
HIGH 79.10
0.618 78.62
0.500 78.48
0.382 78.33
LOW 77.85
0.618 77.08
1.000 76.60
1.618 75.83
2.618 74.58
4.250 72.54
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 78.89 78.76
PP 78.68 78.43
S1 78.48 78.09

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

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