NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 67.23 68.88 1.65 2.5% 62.64
High 69.42 69.91 0.49 0.7% 67.39
Low 67.08 68.36 1.28 1.9% 60.30
Close 69.37 69.43 0.06 0.1% 67.07
Range 2.34 1.55 -0.79 -33.8% 7.09
ATR 2.23 2.18 -0.05 -2.2% 0.00
Volume 62,920 66,593 3,673 5.8% 253,783
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 73.88 73.21 70.28
R3 72.33 71.66 69.86
R2 70.78 70.78 69.71
R1 70.11 70.11 69.57 70.45
PP 69.23 69.23 69.23 69.40
S1 68.56 68.56 69.29 68.90
S2 67.68 67.68 69.15
S3 66.13 67.01 69.00
S4 64.58 65.46 68.58
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.19 83.72 70.97
R3 79.10 76.63 69.02
R2 72.01 72.01 68.37
R1 69.54 69.54 67.72 70.78
PP 64.92 64.92 64.92 65.54
S1 62.45 62.45 66.42 63.69
S2 57.83 57.83 65.77
S3 50.74 55.36 65.12
S4 43.65 48.27 63.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.91 62.83 7.08 10.2% 2.03 2.9% 93% True False 68,077
10 69.91 59.63 10.28 14.8% 2.05 2.9% 95% True False 61,420
20 69.91 56.48 13.43 19.3% 2.11 3.0% 96% True False 52,349
40 69.91 50.76 19.15 27.6% 2.19 3.2% 97% True False 36,585
60 69.91 47.14 22.77 32.8% 2.22 3.2% 98% True False 27,746
80 69.91 43.34 26.57 38.3% 2.23 3.2% 98% True False 22,928
100 69.91 43.34 26.57 38.3% 2.16 3.1% 98% True False 19,461
120 69.91 43.34 26.57 38.3% 2.02 2.9% 98% True False 16,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.50
2.618 73.97
1.618 72.42
1.000 71.46
0.618 70.87
HIGH 69.91
0.618 69.32
0.500 69.14
0.382 68.95
LOW 68.36
0.618 67.40
1.000 66.81
1.618 65.85
2.618 64.30
4.250 61.77
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 69.33 68.86
PP 69.23 68.28
S1 69.14 67.71

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

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