NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 76.33 76.16 -0.17 -0.2% 75.33
High 77.21 77.40 0.19 0.2% 79.24
Low 75.57 75.32 -0.25 -0.3% 74.00
Close 76.53 77.33 0.80 1.0% 78.68
Range 1.64 2.08 0.44 26.8% 5.24
ATR 1.90 1.91 0.01 0.7% 0.00
Volume 7,849 6,189 -1,660 -21.1% 42,718
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.92 82.21 78.47
R3 80.84 80.13 77.90
R2 78.76 78.76 77.71
R1 78.05 78.05 77.52 78.41
PP 76.68 76.68 76.68 76.86
S1 75.97 75.97 77.14 76.33
S2 74.60 74.60 76.95
S3 72.52 73.89 76.76
S4 70.44 71.81 76.19
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 75.32 3.92 5.1% 1.78 2.3% 51% False True 7,094
10 79.24 74.00 5.24 6.8% 2.03 2.6% 64% False False 7,994
20 80.55 74.00 6.55 8.5% 1.83 2.4% 51% False False 9,204
40 80.55 65.66 14.89 19.3% 1.75 2.3% 78% False False 7,971
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.24
2.618 82.85
1.618 80.77
1.000 79.48
0.618 78.69
HIGH 77.40
0.618 76.61
0.500 76.36
0.382 76.11
LOW 75.32
0.618 74.03
1.000 73.24
1.618 71.95
2.618 69.87
4.250 66.48
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 77.01 77.27
PP 76.68 77.22
S1 76.36 77.16

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

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