NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 71.88 70.20 -1.68 -2.3% 72.89
High 72.85 70.30 -2.55 -3.5% 73.42
Low 69.40 66.67 -2.73 -3.9% 69.40
Close 70.02 67.50 -2.52 -3.6% 70.02
Range 3.45 3.63 0.18 5.2% 4.02
ATR 2.34 2.44 0.09 3.9% 0.00
Volume 150,454 271,060 120,606 80.2% 586,924
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.05 76.90 69.50
R3 75.42 73.27 68.50
R2 71.79 71.79 68.17
R1 69.64 69.64 67.83 68.90
PP 68.16 68.16 68.16 67.79
S1 66.01 66.01 67.17 65.27
S2 64.53 64.53 66.83
S3 60.90 62.38 66.50
S4 57.27 58.75 65.50
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 66.67 6.75 10.0% 2.76 4.1% 12% False True 154,897
10 73.90 66.67 7.23 10.7% 2.34 3.5% 11% False True 146,298
20 73.90 60.30 13.60 20.1% 2.41 3.6% 53% False False 111,958
40 73.90 50.82 23.08 34.2% 2.27 3.4% 72% False False 76,134
60 73.90 50.76 23.14 34.3% 2.28 3.4% 72% False False 56,340
80 73.90 45.00 28.90 42.8% 2.29 3.4% 78% False False 44,780
100 73.90 43.34 30.56 45.3% 2.23 3.3% 79% False False 37,255
120 73.90 43.34 30.56 45.3% 2.21 3.3% 79% False False 31,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 85.73
2.618 79.80
1.618 76.17
1.000 73.93
0.618 72.54
HIGH 70.30
0.618 68.91
0.500 68.49
0.382 68.06
LOW 66.67
0.618 64.43
1.000 63.04
1.618 60.80
2.618 57.17
4.250 51.24
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 68.49 69.76
PP 68.16 69.01
S1 67.83 68.25

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

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