NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 77.50 77.79 0.29 0.4% 76.00
High 78.83 79.55 0.72 0.9% 77.32
Low 77.38 77.78 0.40 0.5% 72.33
Close 78.75 79.41 0.66 0.8% 77.14
Range 1.45 1.77 0.32 22.1% 4.99
ATR 2.05 2.03 -0.02 -1.0% 0.00
Volume 17,950 15,541 -2,409 -13.4% 40,167
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.22 83.59 80.38
R3 82.45 81.82 79.90
R2 80.68 80.68 79.73
R1 80.05 80.05 79.57 80.37
PP 78.91 78.91 78.91 79.07
S1 78.28 78.28 79.25 78.60
S2 77.14 77.14 79.09
S3 75.37 76.51 78.92
S4 73.60 74.74 78.44
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 79.55 72.33 7.22 9.1% 2.29 2.9% 98% True False 11,782
10 79.55 72.33 7.22 9.1% 1.94 2.4% 98% True False 10,139
20 79.55 65.66 13.89 17.5% 1.81 2.3% 99% True False 8,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.07
2.618 84.18
1.618 82.41
1.000 81.32
0.618 80.64
HIGH 79.55
0.618 78.87
0.500 78.67
0.382 78.46
LOW 77.78
0.618 76.69
1.000 76.01
1.618 74.92
2.618 73.15
4.250 70.26
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 79.16 78.60
PP 78.91 77.78
S1 78.67 76.97

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

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