NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 76.00 77.50 1.50 2.0% 76.00
High 77.32 78.83 1.51 2.0% 77.32
Low 74.38 77.38 3.00 4.0% 72.33
Close 77.14 78.75 1.61 2.1% 77.14
Range 2.94 1.45 -1.49 -50.7% 4.99
ATR 2.08 2.05 -0.03 -1.3% 0.00
Volume 13,186 17,950 4,764 36.1% 40,167
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.67 82.16 79.55
R3 81.22 80.71 79.15
R2 79.77 79.77 79.02
R1 79.26 79.26 78.88 79.52
PP 78.32 78.32 78.32 78.45
S1 77.81 77.81 78.62 78.07
S2 76.87 76.87 78.48
S3 75.42 76.36 78.35
S4 73.97 74.91 77.95
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 78.83 72.33 6.50 8.3% 2.34 3.0% 99% True False 10,298
10 78.83 72.18 6.65 8.4% 1.96 2.5% 99% True False 9,114
20 78.83 65.66 13.17 16.7% 1.77 2.3% 99% True False 7,798
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.99
2.618 82.63
1.618 81.18
1.000 80.28
0.618 79.73
HIGH 78.83
0.618 78.28
0.500 78.11
0.382 77.93
LOW 77.38
0.618 76.48
1.000 75.93
1.618 75.03
2.618 73.58
4.250 71.22
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 78.54 77.76
PP 78.32 76.78
S1 78.11 75.79

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

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