NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 69.06 66.95 -2.11 -3.1% 62.64
High 69.84 70.44 0.60 0.9% 67.39
Low 65.92 66.89 0.97 1.5% 60.30
Close 67.09 69.69 2.60 3.9% 67.07
Range 3.92 3.55 -0.37 -9.4% 7.09
ATR 2.30 2.39 0.09 3.9% 0.00
Volume 75,290 108,348 33,058 43.9% 253,783
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.66 78.22 71.64
R3 76.11 74.67 70.67
R2 72.56 72.56 70.34
R1 71.12 71.12 70.02 71.84
PP 69.01 69.01 69.01 69.37
S1 67.57 67.57 69.36 68.29
S2 65.46 65.46 69.04
S3 61.91 64.02 68.71
S4 58.36 60.47 67.74
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 70.44 65.51 4.93 7.1% 2.65 3.8% 85% True False 78,576
10 70.44 60.30 10.14 14.6% 2.36 3.4% 93% True False 70,593
20 70.44 57.52 12.92 18.5% 2.31 3.3% 94% True False 57,836
40 70.44 50.76 19.68 28.2% 2.24 3.2% 96% True False 40,443
60 70.44 47.14 23.30 33.4% 2.27 3.3% 97% True False 30,360
80 70.44 43.34 27.10 38.9% 2.27 3.3% 97% True False 25,048
100 70.44 43.34 27.10 38.9% 2.18 3.1% 97% True False 21,218
120 70.44 43.34 27.10 38.9% 2.08 3.0% 97% True False 18,170
Crabel Price Patterns
NR True
NR4 False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.53
2.618 79.73
1.618 76.18
1.000 73.99
0.618 72.63
HIGH 70.44
0.618 69.08
0.500 68.67
0.382 68.25
LOW 66.89
0.618 64.70
1.000 63.34
1.618 61.15
2.618 57.60
4.250 51.80
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 69.35 69.19
PP 69.01 68.68
S1 68.67 68.18

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

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