NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 71.00 71.00 0.00 0.0% 68.61
High 73.42 71.99 -1.43 -1.9% 73.90
Low 70.51 69.70 -0.81 -1.1% 68.24
Close 71.16 71.70 0.54 0.8% 72.75
Range 2.91 2.29 -0.62 -21.3% 5.66
ATR 2.32 2.32 0.00 -0.1% 0.00
Volume 88,091 116,773 28,682 32.6% 714,333
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.00 77.14 72.96
R3 75.71 74.85 72.33
R2 73.42 73.42 72.12
R1 72.56 72.56 71.91 72.99
PP 71.13 71.13 71.13 71.35
S1 70.27 70.27 71.49 70.70
S2 68.84 68.84 71.28
S3 66.55 67.98 71.07
S4 64.26 65.69 70.44
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 69.70 4.20 5.9% 2.30 3.2% 48% False True 120,906
10 73.90 66.89 7.01 9.8% 2.26 3.2% 69% False False 121,096
20 73.90 60.30 13.60 19.0% 2.25 3.1% 84% False False 93,103
40 73.90 50.82 23.08 32.2% 2.19 3.1% 90% False False 64,042
60 73.90 50.76 23.14 32.3% 2.22 3.1% 90% False False 47,244
80 73.90 44.41 29.49 41.1% 2.26 3.2% 93% False False 38,001
100 73.90 43.34 30.56 42.6% 2.22 3.1% 93% False False 31,764
120 73.90 43.34 30.56 42.6% 2.16 3.0% 93% False False 27,106
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.72
2.618 77.99
1.618 75.70
1.000 74.28
0.618 73.41
HIGH 71.99
0.618 71.12
0.500 70.85
0.382 70.57
LOW 69.70
0.618 68.28
1.000 67.41
1.618 65.99
2.618 63.70
4.250 59.97
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 71.42 71.65
PP 71.13 71.61
S1 70.85 71.56

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

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