NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 68.61 69.58 0.97 1.4% 67.23
High 69.85 71.34 1.49 2.1% 71.12
Low 68.24 69.33 1.09 1.6% 65.92
Close 69.03 70.74 1.71 2.5% 69.35
Range 1.61 2.01 0.40 24.8% 5.20
ATR 2.36 2.35 0.00 -0.1% 0.00
Volume 109,330 127,876 18,546 17.0% 413,068
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.50 75.63 71.85
R3 74.49 73.62 71.29
R2 72.48 72.48 71.11
R1 71.61 71.61 70.92 72.05
PP 70.47 70.47 70.47 70.69
S1 69.60 69.60 70.56 70.04
S2 68.46 68.46 70.37
S3 66.45 67.59 70.19
S4 64.44 65.58 69.63
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 71.34 65.92 5.42 7.7% 2.76 3.9% 89% True False 104,152
10 71.34 62.83 8.51 12.0% 2.39 3.4% 93% True False 86,115
20 71.34 57.52 13.82 19.5% 2.32 3.3% 96% True False 67,039
40 71.34 50.76 20.58 29.1% 2.20 3.1% 97% True False 47,506
60 71.34 48.06 23.28 32.9% 2.25 3.2% 97% True False 35,316
80 71.34 43.34 28.00 39.6% 2.27 3.2% 98% True False 29,007
100 71.34 43.34 28.00 39.6% 2.22 3.1% 98% True False 24,451
120 71.34 43.34 28.00 39.6% 2.09 3.0% 98% True False 20,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.88
2.618 76.60
1.618 74.59
1.000 73.35
0.618 72.58
HIGH 71.34
0.618 70.57
0.500 70.34
0.382 70.10
LOW 69.33
0.618 68.09
1.000 67.32
1.618 66.08
2.618 64.07
4.250 60.79
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 70.61 70.42
PP 70.47 70.11
S1 70.34 69.79

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

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