NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 78.95 77.96 -0.99 -1.3% 75.33
High 79.02 79.24 0.22 0.3% 79.24
Low 77.69 77.60 -0.09 -0.1% 74.00
Close 77.86 78.68 0.82 1.1% 78.68
Range 1.33 1.64 0.31 23.3% 5.24
ATR 1.96 1.94 -0.02 -1.2% 0.00
Volume 13,249 9,251 -3,998 -30.2% 42,718
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.43 82.69 79.58
R3 81.79 81.05 79.13
R2 80.15 80.15 78.98
R1 79.41 79.41 78.83 79.78
PP 78.51 78.51 78.51 78.69
S1 77.77 77.77 78.53 78.14
S2 76.87 76.87 78.38
S3 75.23 76.13 78.23
S4 73.59 74.49 77.78
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.03 91.09 81.56
R3 87.79 85.85 80.12
R2 82.55 82.55 79.64
R1 80.61 80.61 79.16 81.58
PP 77.31 77.31 77.31 77.79
S1 75.37 75.37 78.20 76.34
S2 72.07 72.07 77.72
S3 66.83 70.13 77.24
S4 61.59 64.89 75.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.24 74.00 5.24 6.7% 1.95 2.5% 89% True False 8,543
10 79.39 74.00 5.39 6.9% 1.85 2.4% 87% False False 7,822
20 80.55 72.33 8.22 10.4% 1.89 2.4% 77% False False 9,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.21
2.618 83.53
1.618 81.89
1.000 80.88
0.618 80.25
HIGH 79.24
0.618 78.61
0.500 78.42
0.382 78.23
LOW 77.60
0.618 76.59
1.000 75.96
1.618 74.95
2.618 73.31
4.250 70.63
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 78.59 78.39
PP 78.51 78.11
S1 78.42 77.82

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

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