NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 68.29 70.34 2.05 3.0% 70.20
High 70.93 71.29 0.36 0.5% 71.29
Low 68.11 68.81 0.70 1.0% 66.37
Close 70.23 69.16 -1.07 -1.5% 69.16
Range 2.82 2.48 -0.34 -12.1% 4.92
ATR 2.48 2.48 0.00 0.0% 0.00
Volume 242,855 254,942 12,087 5.0% 1,327,226
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.19 75.66 70.52
R3 74.71 73.18 69.84
R2 72.23 72.23 69.61
R1 70.70 70.70 69.39 70.23
PP 69.75 69.75 69.75 69.52
S1 68.22 68.22 68.93 67.75
S2 67.27 67.27 68.71
S3 64.79 65.74 68.48
S4 62.31 63.26 67.80
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.70 81.35 71.87
R3 78.78 76.43 70.51
R2 73.86 73.86 70.06
R1 71.51 71.51 69.61 70.23
PP 68.94 68.94 68.94 68.30
S1 66.59 66.59 68.71 65.31
S2 64.02 64.02 68.26
S3 59.10 61.67 67.81
S4 54.18 56.75 66.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.29 66.37 4.92 7.1% 2.81 4.1% 57% True False 265,445
10 73.42 66.37 7.05 10.2% 2.68 3.9% 40% False False 191,415
20 73.90 65.92 7.98 11.5% 2.47 3.6% 41% False False 152,077
40 73.90 52.66 21.24 30.7% 2.33 3.4% 78% False False 100,047
60 73.90 50.76 23.14 33.5% 2.31 3.3% 80% False False 73,427
80 73.90 47.14 26.76 38.7% 2.29 3.3% 82% False False 57,492
100 73.90 43.34 30.56 44.2% 2.26 3.3% 84% False False 47,564
120 73.90 43.34 30.56 44.2% 2.20 3.2% 84% False False 40,528
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.83
2.618 77.78
1.618 75.30
1.000 73.77
0.618 72.82
HIGH 71.29
0.618 70.34
0.500 70.05
0.382 69.76
LOW 68.81
0.618 67.28
1.000 66.33
1.618 64.80
2.618 62.32
4.250 58.27
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 70.05 69.68
PP 69.75 69.50
S1 69.46 69.33

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

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