NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 67.15 68.55 1.40 2.1% 72.89
High 69.68 69.86 0.18 0.3% 73.42
Low 66.37 68.06 1.69 2.5% 69.40
Close 69.24 68.67 -0.57 -0.8% 70.02
Range 3.31 1.80 -1.51 -45.6% 4.02
ATR 2.50 2.45 -0.05 -2.0% 0.00
Volume 278,468 279,901 1,433 0.5% 586,924
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 74.26 73.27 69.66
R3 72.46 71.47 69.17
R2 70.66 70.66 69.00
R1 69.67 69.67 68.84 70.17
PP 68.86 68.86 68.86 69.11
S1 67.87 67.87 68.51 68.37
S2 67.06 67.06 68.34
S3 65.26 66.07 68.18
S4 63.46 64.27 67.68
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% 2.74 4.0% 35% False False 225,598
10 73.90 66.37 7.53 11.0% 2.52 3.7% 31% False False 173,252
20 73.90 63.49 10.41 15.2% 2.44 3.5% 50% False False 134,380
40 73.90 51.51 22.39 32.6% 2.29 3.3% 77% False False 88,924
60 73.90 50.76 23.14 33.7% 2.31 3.4% 77% False False 65,426
80 73.90 45.00 28.90 42.1% 2.30 3.3% 82% False False 51,455
100 73.90 43.34 30.56 44.5% 2.24 3.3% 83% False False 42,707
120 73.90 43.34 30.56 44.5% 2.23 3.3% 83% False False 36,410
Crabel Price Patterns
NR True
NR4 True
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.51
2.618 74.57
1.618 72.77
1.000 71.66
0.618 70.97
HIGH 69.86
0.618 69.17
0.500 68.96
0.382 68.75
LOW 68.06
0.618 66.95
1.000 66.26
1.618 65.15
2.618 63.35
4.250 60.41
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 68.96 68.56
PP 68.86 68.45
S1 68.77 68.34

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

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