NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 76.53 77.97 1.44 1.9% 78.27
High 76.53 77.97 1.44 1.9% 78.57
Low 76.53 77.75 1.22 1.6% 75.25
Close 78.57 77.42 -1.15 -1.5% 75.31
Range 0.00 0.22 0.22 3.32
ATR 1.32 1.28 -0.04 -2.7% 0.00
Volume 2,289 1,941 -348 -15.2% 9,509
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.37 78.12 77.54
R3 78.15 77.90 77.48
R2 77.93 77.93 77.46
R1 77.68 77.68 77.44 77.70
PP 77.71 77.71 77.71 77.72
S1 77.46 77.46 77.40 77.48
S2 77.49 77.49 77.38
S3 77.27 77.24 77.36
S4 77.05 77.02 77.30
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.34 84.14 77.14
R3 83.02 80.82 76.22
R2 79.70 79.70 75.92
R1 77.50 77.50 75.61 76.94
PP 76.38 76.38 76.38 76.10
S1 74.18 74.18 75.01 73.62
S2 73.06 73.06 74.70
S3 69.74 70.86 74.40
S4 66.42 67.54 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.97 73.54 4.43 5.7% 1.17 1.5% 88% True False 2,243
10 79.05 73.54 5.51 7.1% 0.83 1.1% 70% False False 1,960
20 79.61 71.82 7.79 10.1% 0.76 1.0% 72% False False 2,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.91
2.618 78.55
1.618 78.33
1.000 78.19
0.618 78.11
HIGH 77.97
0.618 77.89
0.500 77.86
0.382 77.83
LOW 77.75
0.618 77.61
1.000 77.53
1.618 77.39
2.618 77.17
4.250 76.82
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 77.86 77.01
PP 77.71 76.60
S1 77.57 76.19

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

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