NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 79.18 80.40 1.22 1.5% 76.00
High 80.08 80.55 0.47 0.6% 77.32
Low 78.62 78.97 0.35 0.4% 72.33
Close 80.08 79.93 -0.15 -0.2% 77.14
Range 1.46 1.58 0.12 8.2% 4.99
ATR 1.99 1.96 -0.03 -1.5% 0.00
Volume 11,334 9,555 -1,779 -15.7% 40,167
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.56 83.82 80.80
R3 82.98 82.24 80.36
R2 81.40 81.40 80.22
R1 80.66 80.66 80.07 80.24
PP 79.82 79.82 79.82 79.61
S1 79.08 79.08 79.79 78.66
S2 78.24 78.24 79.64
S3 76.66 77.50 79.50
S4 75.08 75.92 79.06
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 80.55 74.38 6.17 7.7% 1.84 2.3% 90% True False 13,513
10 80.55 72.33 8.22 10.3% 1.86 2.3% 92% True False 10,614
20 80.55 65.66 14.89 18.6% 1.81 2.3% 96% True False 8,687
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.27
2.618 84.69
1.618 83.11
1.000 82.13
0.618 81.53
HIGH 80.55
0.618 79.95
0.500 79.76
0.382 79.57
LOW 78.97
0.618 77.99
1.000 77.39
1.618 76.41
2.618 74.83
4.250 72.26
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 79.87 79.68
PP 79.82 79.42
S1 79.76 79.17

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

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