NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 66.95 69.69 2.74 4.1% 67.23
High 70.44 71.12 0.68 1.0% 71.12
Low 66.89 68.42 1.53 2.3% 65.92
Close 69.69 69.35 -0.34 -0.5% 69.35
Range 3.55 2.70 -0.85 -23.9% 5.20
ATR 2.39 2.41 0.02 0.9% 0.00
Volume 108,348 99,917 -8,431 -7.8% 413,068
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.73 76.24 70.84
R3 75.03 73.54 70.09
R2 72.33 72.33 69.85
R1 70.84 70.84 69.60 70.24
PP 69.63 69.63 69.63 69.33
S1 68.14 68.14 69.10 67.54
S2 66.93 66.93 68.86
S3 64.23 65.44 68.61
S4 61.53 62.74 67.87
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 71.12 65.92 5.20 7.5% 2.81 4.1% 66% True False 82,613
10 71.12 60.30 10.82 15.6% 2.46 3.5% 84% True False 72,749
20 71.12 57.52 13.60 19.6% 2.31 3.3% 87% True False 59,784
40 71.12 50.76 20.36 29.4% 2.25 3.2% 91% True False 42,522
60 71.12 47.14 23.98 34.6% 2.29 3.3% 93% True False 31,755
80 71.12 43.34 27.78 40.1% 2.28 3.3% 94% True False 26,186
100 71.12 43.34 27.78 40.1% 2.20 3.2% 94% True False 22,172
120 71.12 43.34 27.78 40.1% 2.09 3.0% 94% True False 18,985
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.60
2.618 78.19
1.618 75.49
1.000 73.82
0.618 72.79
HIGH 71.12
0.618 70.09
0.500 69.77
0.382 69.45
LOW 68.42
0.618 66.75
1.000 65.72
1.618 64.05
2.618 61.35
4.250 56.95
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 69.77 69.07
PP 69.63 68.80
S1 69.49 68.52

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

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