NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 79.29 79.05 -0.24 -0.3% 77.65
High 79.44 79.05 -0.39 -0.5% 79.61
Low 78.95 78.62 -0.33 -0.4% 77.65
Close 79.44 78.10 -1.34 -1.7% 78.10
Range 0.49 0.43 -0.06 -12.2% 1.96
ATR 1.39 1.35 -0.04 -2.9% 0.00
Volume 3,353 2,574 -779 -23.2% 11,781
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.88 79.42 78.34
R3 79.45 78.99 78.22
R2 79.02 79.02 78.18
R1 78.56 78.56 78.14 78.58
PP 78.59 78.59 78.59 78.60
S1 78.13 78.13 78.06 78.15
S2 78.16 78.16 78.02
S3 77.73 77.70 77.98
S4 77.30 77.27 77.86
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.33 83.18 79.18
R3 82.37 81.22 78.64
R2 80.41 80.41 78.46
R1 79.26 79.26 78.28 79.84
PP 78.45 78.45 78.45 78.74
S1 77.30 77.30 77.92 77.88
S2 76.49 76.49 77.74
S3 74.53 75.34 77.56
S4 72.57 73.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 77.65 1.96 2.5% 0.64 0.8% 23% False False 2,356
10 79.61 71.82 7.79 10.0% 0.57 0.7% 81% False False 1,936
20 79.61 65.75 13.86 17.7% 0.67 0.9% 89% False False 2,155
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 80.88
2.618 80.18
1.618 79.75
1.000 79.48
0.618 79.32
HIGH 79.05
0.618 78.89
0.500 78.84
0.382 78.78
LOW 78.62
0.618 78.35
1.000 78.19
1.618 77.92
2.618 77.49
4.250 76.79
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 78.84 79.12
PP 78.59 78.78
S1 78.35 78.44

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

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