NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 71.27 72.18 0.91 1.3% 67.23
High 72.43 73.90 1.47 2.0% 71.12
Low 71.14 72.05 0.91 1.3% 65.92
Close 72.03 73.48 1.45 2.0% 69.35
Range 1.29 1.85 0.56 43.4% 5.20
ATR 2.31 2.27 -0.03 -1.3% 0.00
Volume 160,956 165,200 4,244 2.6% 413,068
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.69 77.94 74.50
R3 76.84 76.09 73.99
R2 74.99 74.99 73.82
R1 74.24 74.24 73.65 74.62
PP 73.14 73.14 73.14 73.33
S1 72.39 72.39 73.31 72.77
S2 71.29 71.29 73.14
S3 69.44 70.54 72.97
S4 67.59 68.69 72.46
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.40 82.07 72.21
R3 79.20 76.87 70.78
R2 74.00 74.00 70.30
R1 71.67 71.67 69.83 72.84
PP 68.80 68.80 68.80 69.38
S1 66.47 66.47 68.87 67.64
S2 63.60 63.60 68.40
S3 58.40 61.27 67.92
S4 53.20 56.07 66.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 68.24 5.66 7.7% 1.89 2.6% 93% True False 132,655
10 73.90 65.51 8.39 11.4% 2.27 3.1% 95% True False 105,616
20 73.90 57.52 16.38 22.3% 2.28 3.1% 97% True False 79,296
40 73.90 50.76 23.14 31.5% 2.16 2.9% 98% True False 54,775
60 73.90 50.34 23.56 32.1% 2.22 3.0% 98% True False 40,544
80 73.90 43.34 30.56 41.6% 2.28 3.1% 99% True False 32,883
100 73.90 43.34 30.56 41.6% 2.20 3.0% 99% True False 27,605
120 73.90 43.34 30.56 41.6% 2.10 2.9% 99% True False 23,595
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.76
2.618 78.74
1.618 76.89
1.000 75.75
0.618 75.04
HIGH 73.90
0.618 73.19
0.500 72.98
0.382 72.76
LOW 72.05
0.618 70.91
1.000 70.20
1.618 69.06
2.618 67.21
4.250 64.19
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 73.31 72.86
PP 73.14 72.24
S1 72.98 71.62

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

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