NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 69.25 71.60 2.35 3.4% 70.20
High 71.92 73.38 1.46 2.0% 71.29
Low 68.36 68.90 0.54 0.8% 66.37
Close 71.49 69.89 -1.60 -2.2% 69.16
Range 3.56 4.48 0.92 25.8% 4.92
ATR 2.55 2.69 0.14 5.4% 0.00
Volume 208,025 229,882 21,857 10.5% 1,327,226
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.16 81.51 72.35
R3 79.68 77.03 71.12
R2 75.20 75.20 70.71
R1 72.55 72.55 70.30 71.64
PP 70.72 70.72 70.72 70.27
S1 68.07 68.07 69.48 67.16
S2 66.24 66.24 69.07
S3 61.76 63.59 68.66
S4 57.28 59.11 67.43
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 73.38 68.06 5.32 7.6% 3.03 4.3% 34% True False 243,121
10 73.38 66.37 7.01 10.0% 2.93 4.2% 50% True False 218,046
20 73.90 65.92 7.98 11.4% 2.68 3.8% 50% False False 167,497
40 73.90 56.48 17.42 24.9% 2.39 3.4% 77% False False 109,923
60 73.90 50.76 23.14 33.1% 2.35 3.4% 83% False False 80,222
80 73.90 47.14 26.76 38.3% 2.34 3.3% 85% False False 62,684
100 73.90 43.34 30.56 43.7% 2.32 3.3% 87% False False 51,842
120 73.90 43.34 30.56 43.7% 2.25 3.2% 87% False False 44,133
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 0.77
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 92.42
2.618 85.11
1.618 80.63
1.000 77.86
0.618 76.15
HIGH 73.38
0.618 71.67
0.500 71.14
0.382 70.61
LOW 68.90
0.618 66.13
1.000 64.42
1.618 61.65
2.618 57.17
4.250 49.86
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 71.14 70.87
PP 70.72 70.54
S1 70.31 70.22

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

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