NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 75.48 75.00 -0.48 -0.6% 79.00
High 75.48 75.78 0.30 0.4% 79.21
Low 73.95 72.96 -0.99 -1.3% 75.32
Close 74.70 73.05 -1.65 -2.2% 77.36
Range 1.53 2.82 1.29 84.3% 3.89
ATR 1.98 2.04 0.06 3.0% 0.00
Volume 8,803 5,876 -2,927 -33.3% 34,064
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.39 80.54 74.60
R3 79.57 77.72 73.83
R2 76.75 76.75 73.57
R1 74.90 74.90 73.31 74.42
PP 73.93 73.93 73.93 73.69
S1 72.08 72.08 72.79 71.60
S2 71.11 71.11 72.53
S3 68.29 69.26 72.27
S4 65.47 66.44 71.50
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 77.84 72.96 4.88 6.7% 1.88 2.6% 2% False True 7,312
10 79.24 72.96 6.28 8.6% 1.86 2.5% 1% False True 7,985
20 80.55 72.96 7.59 10.4% 1.81 2.5% 1% False True 7,996
40 80.55 65.66 14.89 20.4% 1.81 2.5% 50% False False 8,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 87.77
2.618 83.16
1.618 80.34
1.000 78.60
0.618 77.52
HIGH 75.78
0.618 74.70
0.500 74.37
0.382 74.04
LOW 72.96
0.618 71.22
1.000 70.14
1.618 68.40
2.618 65.58
4.250 60.98
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 74.37 75.40
PP 73.93 74.62
S1 73.49 73.83

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

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