NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 76.39 74.31 -2.08 -2.7% 72.79
High 76.44 74.33 -2.11 -2.8% 76.65
Low 74.41 72.33 -2.08 -2.8% 72.18
Close 75.23 72.62 -2.61 -3.5% 76.54
Range 2.03 2.00 -0.03 -1.5% 4.47
ATR 1.83 1.90 0.08 4.2% 0.00
Volume 8,121 4,029 -4,092 -50.4% 39,511
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.09 77.86 73.72
R3 77.09 75.86 73.17
R2 75.09 75.09 72.99
R1 73.86 73.86 72.80 73.48
PP 73.09 73.09 73.09 72.90
S1 71.86 71.86 72.44 71.48
S2 71.09 71.09 72.25
S3 69.09 69.86 72.07
S4 67.09 67.86 71.52
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 72.33 4.54 6.3% 1.59 2.2% 6% False True 8,202
10 76.87 68.44 8.43 11.6% 1.69 2.3% 50% False False 7,444
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.83
2.618 79.57
1.618 77.57
1.000 76.33
0.618 75.57
HIGH 74.33
0.618 73.57
0.500 73.33
0.382 73.09
LOW 72.33
0.618 71.09
1.000 70.33
1.618 69.09
2.618 67.09
4.250 63.83
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 73.33 74.60
PP 73.09 73.94
S1 72.86 73.28

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

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