NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 79.13 77.35 -1.78 -2.2% 77.50
High 79.22 78.37 -0.85 -1.1% 80.55
Low 77.22 77.35 0.13 0.2% 77.38
Close 77.69 77.99 0.30 0.4% 78.58
Range 2.00 1.02 -0.98 -49.0% 3.17
ATR 1.89 1.83 -0.06 -3.3% 0.00
Volume 4,879 4,762 -117 -2.4% 66,458
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.96 80.50 78.55
R3 79.94 79.48 78.27
R2 78.92 78.92 78.18
R1 78.46 78.46 78.08 78.69
PP 77.90 77.90 77.90 78.02
S1 77.44 77.44 77.90 77.67
S2 76.88 76.88 77.80
S3 75.86 76.42 77.71
S4 74.84 75.40 77.43
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% 1.49 1.9% 23% False False 7,675
10 80.55 72.75 7.80 10.0% 1.83 2.4% 67% False False 10,459
20 80.55 68.44 12.11 15.5% 1.76 2.3% 79% False False 8,952
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.71
2.618 81.04
1.618 80.02
1.000 79.39
0.618 79.00
HIGH 78.37
0.618 77.98
0.500 77.86
0.382 77.74
LOW 77.35
0.618 76.72
1.000 76.33
1.618 75.70
2.618 74.68
4.250 73.02
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 77.95 78.22
PP 77.90 78.14
S1 77.86 78.07

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

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