NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 78.98 79.13 0.15 0.2% 77.50
High 79.17 79.22 0.05 0.1% 80.55
Low 78.05 77.22 -0.83 -1.1% 77.38
Close 78.93 77.69 -1.24 -1.6% 78.58
Range 1.12 2.00 0.88 78.6% 3.17
ATR 1.88 1.89 0.01 0.4% 0.00
Volume 7,102 4,879 -2,223 -31.3% 66,458
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.04 82.87 78.79
R3 82.04 80.87 78.24
R2 80.04 80.04 78.06
R1 78.87 78.87 77.87 78.46
PP 78.04 78.04 78.04 77.84
S1 76.87 76.87 77.51 76.46
S2 76.04 76.04 77.32
S3 74.04 74.87 77.14
S4 72.04 72.87 76.59
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.35 86.63 80.32
R3 85.18 83.46 79.45
R2 82.01 82.01 79.16
R1 80.29 80.29 78.87 81.15
PP 78.84 78.84 78.84 79.27
S1 77.12 77.12 78.29 77.98
S2 75.67 75.67 78.00
S3 72.50 73.95 77.71
S4 69.33 70.78 76.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.55 77.22 3.33 4.3% 1.58 2.0% 14% False True 8,989
10 80.55 72.33 8.22 10.6% 1.93 2.5% 65% False False 10,385
20 80.55 66.69 13.86 17.8% 1.84 2.4% 79% False False 8,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.72
2.618 84.46
1.618 82.46
1.000 81.22
0.618 80.46
HIGH 79.22
0.618 78.46
0.500 78.22
0.382 77.98
LOW 77.22
0.618 75.98
1.000 75.22
1.618 73.98
2.618 71.98
4.250 68.72
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 78.22 78.68
PP 78.04 78.35
S1 77.87 78.02

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

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