NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 69.22 65.54 -3.68 -5.3% 69.25
High 69.74 65.65 -4.09 -5.9% 73.38
Low 66.26 63.40 -2.86 -4.3% 66.26
Close 66.73 64.05 -2.68 -4.0% 66.73
Range 3.48 2.25 -1.23 -35.3% 7.12
ATR 2.79 2.83 0.04 1.4% 0.00
Volume 304,636 243,250 -61,386 -20.2% 1,074,093
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.12 69.83 65.29
R3 68.87 67.58 64.67
R2 66.62 66.62 64.46
R1 65.33 65.33 64.26 64.85
PP 64.37 64.37 64.37 64.13
S1 63.08 63.08 63.84 62.60
S2 62.12 62.12 63.64
S3 59.87 60.83 63.43
S4 57.62 58.58 62.81
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.15 85.56 70.65
R3 83.03 78.44 68.69
R2 75.91 75.91 68.04
R1 71.32 71.32 67.38 70.06
PP 68.79 68.79 68.79 68.16
S1 64.20 64.20 66.08 62.94
S2 61.67 61.67 65.42
S3 54.55 57.08 64.77
S4 47.43 49.96 62.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.38 63.40 9.98 15.6% 3.42 5.3% 7% False True 263,468
10 73.38 63.40 9.98 15.6% 3.11 4.9% 7% False True 264,456
20 73.90 63.40 10.50 16.4% 2.62 4.1% 6% False True 197,291
40 73.90 57.52 16.38 25.6% 2.46 3.8% 40% False False 128,537
60 73.90 50.76 23.14 36.1% 2.37 3.7% 57% False False 94,112
80 73.90 47.14 26.76 41.8% 2.37 3.7% 63% False False 73,139
100 73.90 43.34 30.56 47.7% 2.35 3.7% 68% False False 60,407
120 73.90 43.34 30.56 47.7% 2.27 3.5% 68% False False 51,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.72
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 75.21
2.618 71.54
1.618 69.29
1.000 67.90
0.618 67.04
HIGH 65.65
0.618 64.79
0.500 64.53
0.382 64.26
LOW 63.40
0.618 62.01
1.000 61.15
1.618 59.76
2.618 57.51
4.250 53.84
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 64.53 67.63
PP 64.37 66.43
S1 64.21 65.24

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

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