NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 76.62 78.95 2.33 3.0% 78.98
High 79.06 79.02 -0.04 -0.1% 79.39
Low 76.40 77.69 1.29 1.7% 75.52
Close 79.02 77.86 -1.16 -1.5% 75.83
Range 2.66 1.33 -1.33 -50.0% 3.87
ATR 2.01 1.96 -0.05 -2.4% 0.00
Volume 8,615 13,249 4,634 53.8% 35,505
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.18 81.35 78.59
R3 80.85 80.02 78.23
R2 79.52 79.52 78.10
R1 78.69 78.69 77.98 78.44
PP 78.19 78.19 78.19 78.07
S1 77.36 77.36 77.74 77.11
S2 76.86 76.86 77.62
S3 75.53 76.03 77.49
S4 74.20 74.70 77.13
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.52 86.05 77.96
R3 84.65 82.18 76.89
R2 80.78 80.78 76.54
R1 78.31 78.31 76.18 77.61
PP 76.91 76.91 76.91 76.57
S1 74.44 74.44 75.48 73.74
S2 73.04 73.04 75.12
S3 69.17 70.57 74.77
S4 65.30 66.70 73.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.06 74.00 5.06 6.5% 2.28 2.9% 76% False False 8,894
10 80.14 74.00 6.14 7.9% 1.86 2.4% 63% False False 8,105
20 80.55 72.33 8.22 10.6% 1.86 2.4% 67% False False 9,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.67
2.618 82.50
1.618 81.17
1.000 80.35
0.618 79.84
HIGH 79.02
0.618 78.51
0.500 78.36
0.382 78.20
LOW 77.69
0.618 76.87
1.000 76.36
1.618 75.54
2.618 74.21
4.250 72.04
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 78.36 77.48
PP 78.19 77.09
S1 78.03 76.71

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

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