NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 72.82 76.00 3.18 4.4% 76.00
High 76.02 77.32 1.30 1.7% 77.32
Low 72.75 74.38 1.63 2.2% 72.33
Close 76.03 77.14 1.11 1.5% 77.14
Range 3.27 2.94 -0.33 -10.1% 4.99
ATR 2.01 2.08 0.07 3.3% 0.00
Volume 8,204 13,186 4,982 60.7% 40,167
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.10 84.06 78.76
R3 82.16 81.12 77.95
R2 79.22 79.22 77.68
R1 78.18 78.18 77.41 78.70
PP 76.28 76.28 76.28 76.54
S1 75.24 75.24 76.87 75.76
S2 73.34 73.34 76.60
S3 70.40 72.30 76.33
S4 67.46 69.36 75.52
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.57 88.84 79.88
R3 85.58 83.85 78.51
R2 80.59 80.59 78.05
R1 78.86 78.86 77.60 79.73
PP 75.60 75.60 75.60 76.03
S1 73.87 73.87 76.68 74.74
S2 70.61 70.61 76.23
S3 65.62 68.88 75.77
S4 60.63 63.89 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.32 72.33 4.99 6.5% 2.27 2.9% 96% True False 8,033
10 77.32 72.18 5.14 6.7% 1.91 2.5% 96% True False 7,967
20 77.32 65.66 11.66 15.1% 1.77 2.3% 98% True False 7,179
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.82
2.618 85.02
1.618 82.08
1.000 80.26
0.618 79.14
HIGH 77.32
0.618 76.20
0.500 75.85
0.382 75.50
LOW 74.38
0.618 72.56
1.000 71.44
1.618 69.62
2.618 66.68
4.250 61.89
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 76.71 76.37
PP 76.28 75.60
S1 75.85 74.83

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

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