NYMEX Light Sweet Crude Oil Future May 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 72.40 71.71 -0.69 -1.0% 74.21
High 72.42 71.71 -0.71 -1.0% 74.92
Low 71.78 71.49 -0.29 -0.4% 71.49
Close 71.78 71.61 -0.17 -0.2% 71.61
Range 0.64 0.22 -0.42 -65.6% 3.43
ATR 1.13 1.07 -0.06 -5.3% 0.00
Volume 3,667 1,191 -2,476 -67.5% 11,670
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.26 72.16 71.73
R3 72.04 71.94 71.67
R2 71.82 71.82 71.65
R1 71.72 71.72 71.63 71.66
PP 71.60 71.60 71.60 71.58
S1 71.50 71.50 71.59 71.44
S2 71.38 71.38 71.57
S3 71.16 71.28 71.55
S4 70.94 71.06 71.49
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.96 80.72 73.50
R3 79.53 77.29 72.55
R2 76.10 76.10 72.24
R1 73.86 73.86 71.92 73.27
PP 72.67 72.67 72.67 72.38
S1 70.43 70.43 71.30 69.84
S2 69.24 69.24 70.98
S3 65.81 67.00 70.67
S4 62.38 63.57 69.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.92 71.49 3.43 4.8% 0.77 1.1% 3% False True 2,334
10 78.43 71.49 6.94 9.7% 0.45 0.6% 2% False True 2,129
20 78.57 71.49 7.08 9.9% 0.62 0.9% 2% False True 2,045
40 79.61 65.75 13.86 19.4% 0.65 0.9% 42% False False 2,100
Crabel Price Patterns
NR True
NR4 True
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 0.01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.65
2.618 72.29
1.618 72.07
1.000 71.93
0.618 71.85
HIGH 71.71
0.618 71.63
0.500 71.60
0.382 71.57
LOW 71.49
0.618 71.35
1.000 71.27
1.618 71.13
2.618 70.91
4.250 70.56
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 71.61 71.96
PP 71.60 71.84
S1 71.60 71.73

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

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