NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 72.18 73.16 0.98 1.4% 68.61
High 73.90 73.40 -0.50 -0.7% 73.90
Low 72.05 71.60 -0.45 -0.6% 68.24
Close 73.48 72.75 -0.73 -1.0% 72.75
Range 1.85 1.80 -0.05 -2.7% 5.66
ATR 2.27 2.25 -0.03 -1.2% 0.00
Volume 165,200 150,971 -14,229 -8.6% 714,333
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.98 77.17 73.74
R3 76.18 75.37 73.25
R2 74.38 74.38 73.08
R1 73.57 73.57 72.92 73.08
PP 72.58 72.58 72.58 72.34
S1 71.77 71.77 72.59 71.28
S2 70.78 70.78 72.42
S3 68.98 69.97 72.26
S4 67.18 68.17 71.76
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.61 86.34 75.86
R3 82.95 80.68 74.31
R2 77.29 77.29 73.79
R1 75.02 75.02 73.27 76.16
PP 71.63 71.63 71.63 72.20
S1 69.36 69.36 72.23 70.50
S2 65.97 65.97 71.71
S3 60.31 63.70 71.19
S4 54.65 58.04 69.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 68.24 5.66 7.8% 1.71 2.4% 80% False False 142,866
10 73.90 65.92 7.98 11.0% 2.26 3.1% 86% False False 112,740
20 73.90 57.52 16.38 22.5% 2.26 3.1% 93% False False 84,227
40 73.90 50.76 23.14 31.8% 2.18 3.0% 95% False False 58,116
60 73.90 50.76 23.14 31.8% 2.20 3.0% 95% False False 42,935
80 73.90 43.34 30.56 42.0% 2.26 3.1% 96% False False 34,660
100 73.90 43.34 30.56 42.0% 2.20 3.0% 96% False False 29,061
120 73.90 43.34 30.56 42.0% 2.11 2.9% 96% False False 24,825
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.05
2.618 78.11
1.618 76.31
1.000 75.20
0.618 74.51
HIGH 73.40
0.618 72.71
0.500 72.50
0.382 72.29
LOW 71.60
0.618 70.49
1.000 69.80
1.618 68.69
2.618 66.89
4.250 63.95
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 72.67 72.67
PP 72.58 72.60
S1 72.50 72.52

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

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