NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 78.11 76.33 -1.78 -2.3% 75.33
High 79.00 77.21 -1.79 -2.3% 79.24
Low 76.19 75.57 -0.62 -0.8% 74.00
Close 76.80 76.53 -0.27 -0.4% 78.68
Range 2.81 1.64 -1.17 -41.6% 5.24
ATR 1.92 1.90 -0.02 -1.0% 0.00
Volume 5,414 7,849 2,435 45.0% 42,718
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.36 80.58 77.43
R3 79.72 78.94 76.98
R2 78.08 78.08 76.83
R1 77.30 77.30 76.68 77.69
PP 76.44 76.44 76.44 76.63
S1 75.66 75.66 76.38 76.05
S2 74.80 74.80 76.23
S3 73.16 74.02 76.08
S4 71.52 72.38 75.63
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 75.57 3.67 4.8% 1.63 2.1% 26% False True 8,506
10 79.39 74.00 5.39 7.0% 1.95 2.6% 47% False False 8,151
20 80.55 72.75 7.80 10.2% 1.89 2.5% 48% False False 9,305
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.18
2.618 81.50
1.618 79.86
1.000 78.85
0.618 78.22
HIGH 77.21
0.618 76.58
0.500 76.39
0.382 76.20
LOW 75.57
0.618 74.56
1.000 73.93
1.618 72.92
2.618 71.28
4.250 68.60
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 76.48 77.39
PP 76.44 77.10
S1 76.39 76.82

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

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