NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 70.20 67.15 -3.05 -4.3% 72.89
High 70.30 69.68 -0.62 -0.9% 73.42
Low 66.67 66.37 -0.30 -0.4% 69.40
Close 67.50 69.24 1.74 2.6% 70.02
Range 3.63 3.31 -0.32 -8.8% 4.02
ATR 2.44 2.50 0.06 2.6% 0.00
Volume 271,060 278,468 7,408 2.7% 586,924
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.36 77.11 71.06
R3 75.05 73.80 70.15
R2 71.74 71.74 69.85
R1 70.49 70.49 69.54 71.12
PP 68.43 68.43 68.43 68.74
S1 67.18 67.18 68.94 67.81
S2 65.12 65.12 68.63
S3 61.81 63.87 68.33
S4 58.50 60.56 67.42
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 72.85 66.37 6.48 9.4% 2.84 4.1% 44% False True 192,972
10 73.90 66.37 7.53 10.9% 2.47 3.6% 38% False True 161,357
20 73.90 62.83 11.07 16.0% 2.43 3.5% 58% False False 123,736
40 73.90 51.15 22.75 32.9% 2.29 3.3% 80% False False 82,499
60 73.90 50.76 23.14 33.4% 2.31 3.3% 80% False False 60,878
80 73.90 45.00 28.90 41.7% 2.30 3.3% 84% False False 48,130
100 73.90 43.34 30.56 44.1% 2.24 3.2% 85% False False 39,953
120 73.90 43.34 30.56 44.1% 2.23 3.2% 85% False False 34,089
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.75
2.618 78.35
1.618 75.04
1.000 72.99
0.618 71.73
HIGH 69.68
0.618 68.42
0.500 68.03
0.382 67.63
LOW 66.37
0.618 64.32
1.000 63.06
1.618 61.01
2.618 57.70
4.250 52.30
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 68.84 69.61
PP 68.43 69.49
S1 68.03 69.36

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

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