NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 78.12 79.42 1.30 1.7% 74.60
High 79.30 79.47 0.17 0.2% 79.61
Low 78.12 79.15 1.03 1.3% 74.31
Close 79.03 79.23 0.20 0.3% 79.03
Range 1.18 0.32 -0.86 -72.9% 5.30
ATR 1.94 1.83 -0.11 -5.5% 0.00
Volume 2,210 1,302 -908 -41.1% 13,771
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.24 80.06 79.41
R3 79.92 79.74 79.32
R2 79.60 79.60 79.29
R1 79.42 79.42 79.26 79.35
PP 79.28 79.28 79.28 79.25
S1 79.10 79.10 79.20 79.03
S2 78.96 78.96 79.17
S3 78.64 78.78 79.14
S4 78.32 78.46 79.05
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.55 91.59 81.95
R3 88.25 86.29 80.49
R2 82.95 82.95 80.00
R1 80.99 80.99 79.52 81.97
PP 77.65 77.65 77.65 78.14
S1 75.69 75.69 78.54 76.67
S2 72.35 72.35 78.06
S3 67.05 70.39 77.57
S4 61.75 65.09 76.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 74.73 4.88 6.2% 1.75 2.2% 92% False False 2,639
10 79.76 74.31 5.45 6.9% 1.84 2.3% 90% False False 2,596
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 0.28
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.83
2.618 80.31
1.618 79.99
1.000 79.79
0.618 79.67
HIGH 79.47
0.618 79.35
0.500 79.31
0.382 79.27
LOW 79.15
0.618 78.95
1.000 78.83
1.618 78.63
2.618 78.31
4.250 77.79
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 79.31 79.07
PP 79.28 78.92
S1 79.26 78.76

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

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