NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 76.00 76.39 0.39 0.5% 72.79
High 76.87 76.44 -0.43 -0.6% 76.65
Low 75.76 74.41 -1.35 -1.8% 72.18
Close 76.09 75.23 -0.86 -1.1% 76.54
Range 1.11 2.03 0.92 82.9% 4.47
ATR 1.81 1.83 0.02 0.9% 0.00
Volume 6,627 8,121 1,494 22.5% 39,511
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.45 80.37 76.35
R3 79.42 78.34 75.79
R2 77.39 77.39 75.60
R1 76.31 76.31 75.42 75.84
PP 75.36 75.36 75.36 75.12
S1 74.28 74.28 75.04 73.81
S2 73.33 73.33 74.86
S3 71.30 72.25 74.67
S4 69.27 70.22 74.11
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.53 87.01 79.00
R3 84.06 82.54 77.77
R2 79.59 79.59 77.36
R1 78.07 78.07 76.95 78.83
PP 75.12 75.12 75.12 75.51
S1 73.60 73.60 76.13 74.36
S2 70.65 70.65 75.72
S3 66.18 69.13 75.31
S4 61.71 64.66 74.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 72.45 4.42 5.9% 1.60 2.1% 63% False False 8,497
10 76.87 66.69 10.18 13.5% 1.75 2.3% 84% False False 7,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.07
2.618 81.75
1.618 79.72
1.000 78.47
0.618 77.69
HIGH 76.44
0.618 75.66
0.500 75.43
0.382 75.19
LOW 74.41
0.618 73.16
1.000 72.38
1.618 71.13
2.618 69.10
4.250 65.78
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 75.43 75.64
PP 75.36 75.50
S1 75.30 75.37

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

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