NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 68.55 68.29 -0.26 -0.4% 72.89
High 69.86 70.93 1.07 1.5% 73.42
Low 68.06 68.11 0.05 0.1% 69.40
Close 68.67 70.23 1.56 2.3% 70.02
Range 1.80 2.82 1.02 56.7% 4.02
ATR 2.45 2.48 0.03 1.1% 0.00
Volume 279,901 242,855 -37,046 -13.2% 586,924
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.22 77.04 71.78
R3 75.40 74.22 71.01
R2 72.58 72.58 70.75
R1 71.40 71.40 70.49 71.99
PP 69.76 69.76 69.76 70.05
S1 68.58 68.58 69.97 69.17
S2 66.94 66.94 69.71
S3 64.12 65.76 69.45
S4 61.30 62.94 68.68
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 9.2% 3.00 4.3% 60% False False 244,547
10 73.42 66.37 7.05 10.0% 2.62 3.7% 55% False False 181,017
20 73.90 65.51 8.39 11.9% 2.44 3.5% 56% False False 143,317
40 73.90 52.51 21.39 30.5% 2.31 3.3% 83% False False 94,440
60 73.90 50.76 23.14 32.9% 2.30 3.3% 84% False False 69,339
80 73.90 45.00 28.90 41.2% 2.29 3.3% 87% False False 54,387
100 73.90 43.34 30.56 43.5% 2.25 3.2% 88% False False 45,077
120 73.90 43.34 30.56 43.5% 2.20 3.1% 88% False False 38,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.92
2.618 78.31
1.618 75.49
1.000 73.75
0.618 72.67
HIGH 70.93
0.618 69.85
0.500 69.52
0.382 69.19
LOW 68.11
0.618 66.37
1.000 65.29
1.618 63.55
2.618 60.73
4.250 56.13
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 69.99 69.70
PP 69.76 69.18
S1 69.52 68.65

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

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