NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 70.45 69.22 -1.23 -1.7% 70.20
High 71.85 69.74 -2.11 -2.9% 71.29
Low 68.52 66.26 -2.26 -3.3% 66.37
Close 69.31 66.73 -2.58 -3.7% 69.16
Range 3.33 3.48 0.15 4.5% 4.92
ATR 2.74 2.79 0.05 1.9% 0.00
Volume 331,550 304,636 -26,914 -8.1% 1,327,226
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.02 75.85 68.64
R3 74.54 72.37 67.69
R2 71.06 71.06 67.37
R1 68.89 68.89 67.05 68.24
PP 67.58 67.58 67.58 67.25
S1 65.41 65.41 66.41 64.76
S2 64.10 64.10 66.09
S3 60.62 61.93 65.77
S4 57.14 58.45 64.82
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 66.26 7.12 10.7% 3.47 5.2% 7% False True 265,807
10 73.38 66.26 7.12 10.7% 3.23 4.8% 7% False True 255,177
20 73.90 66.26 7.64 11.4% 2.65 4.0% 6% False True 190,124
40 73.90 57.52 16.38 24.5% 2.48 3.7% 56% False False 123,980
60 73.90 50.76 23.14 34.7% 2.37 3.6% 69% False False 90,337
80 73.90 47.14 26.76 40.1% 2.37 3.5% 73% False False 70,301
100 73.90 43.34 30.56 45.8% 2.35 3.5% 77% False False 58,063
120 73.90 43.34 30.56 45.8% 2.26 3.4% 77% False False 49,369
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 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.53
2.618 78.85
1.618 75.37
1.000 73.22
0.618 71.89
HIGH 69.74
0.618 68.41
0.500 68.00
0.382 67.59
LOW 66.26
0.618 64.11
1.000 62.78
1.618 60.63
2.618 57.15
4.250 51.47
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 68.00 69.82
PP 67.58 68.79
S1 67.15 67.76

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

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