NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 71.42 71.88 0.46 0.6% 72.89
High 72.33 72.85 0.52 0.7% 73.42
Low 70.82 69.40 -1.42 -2.0% 69.40
Close 71.91 70.02 -1.89 -2.6% 70.02
Range 1.51 3.45 1.94 128.5% 4.02
ATR 2.26 2.34 0.09 3.8% 0.00
Volume 148,107 150,454 2,347 1.6% 586,924
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.11 79.01 71.92
R3 77.66 75.56 70.97
R2 74.21 74.21 70.65
R1 72.11 72.11 70.34 71.44
PP 70.76 70.76 70.76 70.42
S1 68.66 68.66 69.70 67.99
S2 67.31 67.31 69.39
S3 63.86 65.21 69.07
S4 60.41 61.76 68.12
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.01 80.53 72.23
R3 78.99 76.51 71.13
R2 74.97 74.97 70.76
R1 72.49 72.49 70.39 71.72
PP 70.95 70.95 70.95 70.56
S1 68.47 68.47 69.65 67.70
S2 66.93 66.93 69.28
S3 62.91 64.45 68.91
S4 58.89 60.43 67.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.42 69.40 4.02 5.7% 2.56 3.7% 15% False True 117,384
10 73.90 68.24 5.66 8.1% 2.14 3.0% 31% False False 130,125
20 73.90 60.30 13.60 19.4% 2.30 3.3% 71% False False 101,437
40 73.90 50.82 23.08 33.0% 2.25 3.2% 83% False False 70,007
60 73.90 50.76 23.14 33.0% 2.25 3.2% 83% False False 51,964
80 73.90 45.00 28.90 41.3% 2.28 3.3% 87% False False 41,518
100 73.90 43.34 30.56 43.6% 2.21 3.2% 87% False False 34,623
120 73.90 43.34 30.56 43.6% 2.18 3.1% 87% False False 29,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 87.51
2.618 81.88
1.618 78.43
1.000 76.30
0.618 74.98
HIGH 72.85
0.618 71.53
0.500 71.13
0.382 70.72
LOW 69.40
0.618 67.27
1.000 65.95
1.618 63.82
2.618 60.37
4.250 54.74
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 71.13 71.13
PP 70.76 70.76
S1 70.39 70.39

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

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