NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 69.69 68.61 -1.08 -1.5% 67.23
High 71.12 69.85 -1.27 -1.8% 71.12
Low 68.42 68.24 -0.18 -0.3% 65.92
Close 69.35 69.03 -0.32 -0.5% 69.35
Range 2.70 1.61 -1.09 -40.4% 5.20
ATR 2.41 2.36 -0.06 -2.4% 0.00
Volume 99,917 109,330 9,413 9.4% 413,068
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 73.87 73.06 69.92
R3 72.26 71.45 69.47
R2 70.65 70.65 69.33
R1 69.84 69.84 69.18 70.25
PP 69.04 69.04 69.04 69.24
S1 68.23 68.23 68.88 68.64
S2 67.43 67.43 68.73
S3 65.82 66.62 68.59
S4 64.21 65.01 68.14
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% 2.67 3.9% 60% False False 91,895
10 71.12 60.30 10.82 15.7% 2.48 3.6% 81% False False 77,618
20 71.12 57.52 13.60 19.7% 2.30 3.3% 85% False False 62,461
40 71.12 50.76 20.36 29.5% 2.21 3.2% 90% False False 44,807
60 71.12 47.14 23.98 34.7% 2.27 3.3% 91% False False 33,381
80 71.12 43.34 27.78 40.2% 2.26 3.3% 92% False False 27,492
100 71.12 43.34 27.78 40.2% 2.21 3.2% 92% False False 23,211
120 71.12 43.34 27.78 40.2% 2.09 3.0% 92% False False 19,870
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.69
2.618 74.06
1.618 72.45
1.000 71.46
0.618 70.84
HIGH 69.85
0.618 69.23
0.500 69.05
0.382 68.86
LOW 68.24
0.618 67.25
1.000 66.63
1.618 65.64
2.618 64.03
4.250 61.40
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 69.05 69.02
PP 69.04 69.01
S1 69.04 69.01

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

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