NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 77.38 75.48 -1.90 -2.5% 79.00
High 77.84 75.48 -2.36 -3.0% 79.21
Low 76.50 73.95 -2.55 -3.3% 75.32
Close 77.36 74.70 -2.66 -3.4% 77.36
Range 1.34 1.53 0.19 14.2% 3.89
ATR 1.87 1.98 0.11 5.9% 0.00
Volume 7,843 8,803 960 12.2% 34,064
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.30 78.53 75.54
R3 77.77 77.00 75.12
R2 76.24 76.24 74.98
R1 75.47 75.47 74.84 75.09
PP 74.71 74.71 74.71 74.52
S1 73.94 73.94 74.56 73.56
S2 73.18 73.18 74.42
S3 71.65 72.41 74.28
S4 70.12 70.88 73.86
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.97 87.05 79.50
R3 85.08 83.16 78.43
R2 81.19 81.19 78.07
R1 79.27 79.27 77.72 78.29
PP 77.30 77.30 77.30 76.80
S1 75.38 75.38 77.00 74.40
S2 73.41 73.41 76.65
S3 69.52 71.49 76.29
S4 65.63 67.60 75.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.00 73.95 5.05 6.8% 1.88 2.5% 15% False True 7,219
10 79.24 73.95 5.29 7.1% 1.85 2.5% 14% False True 8,014
20 80.55 73.95 6.60 8.8% 1.76 2.4% 11% False True 8,479
40 80.55 65.66 14.89 19.9% 1.77 2.4% 61% False False 8,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.98
2.618 79.49
1.618 77.96
1.000 77.01
0.618 76.43
HIGH 75.48
0.618 74.90
0.500 74.72
0.382 74.53
LOW 73.95
0.618 73.00
1.000 72.42
1.618 71.47
2.618 69.94
4.250 67.45
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 74.72 75.90
PP 74.71 75.50
S1 74.71 75.10

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

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