NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 68.88 69.06 0.18 0.3% 62.64
High 69.91 69.84 -0.07 -0.1% 67.39
Low 68.36 65.92 -2.44 -3.6% 60.30
Close 69.43 67.09 -2.34 -3.4% 67.07
Range 1.55 3.92 2.37 152.9% 7.09
ATR 2.18 2.30 0.12 5.7% 0.00
Volume 66,593 75,290 8,697 13.1% 253,783
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.38 77.15 69.25
R3 75.46 73.23 68.17
R2 71.54 71.54 67.81
R1 69.31 69.31 67.45 68.47
PP 67.62 67.62 67.62 67.19
S1 65.39 65.39 66.73 64.55
S2 63.70 63.70 66.37
S3 59.78 61.47 66.01
S4 55.86 57.55 64.93
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 63.49 6.42 9.6% 2.48 3.7% 56% False False 69,732
10 69.91 60.30 9.61 14.3% 2.24 3.3% 71% False False 65,111
20 69.91 56.48 13.43 20.0% 2.25 3.3% 79% False False 54,228
40 69.91 50.76 19.15 28.5% 2.23 3.3% 85% False False 38,064
60 69.91 47.14 22.77 33.9% 2.26 3.4% 88% False False 28,727
80 69.91 43.34 26.57 39.6% 2.26 3.4% 89% False False 23,778
100 69.91 43.34 26.57 39.6% 2.15 3.2% 89% False False 20,181
120 69.91 43.34 26.57 39.6% 2.05 3.1% 89% False False 17,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 86.50
2.618 80.10
1.618 76.18
1.000 73.76
0.618 72.26
HIGH 69.84
0.618 68.34
0.500 67.88
0.382 67.42
LOW 65.92
0.618 63.50
1.000 62.00
1.618 59.58
2.618 55.66
4.250 49.26
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 67.88 67.92
PP 67.62 67.64
S1 67.35 67.37

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

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