NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 75.00 72.92 -2.08 -2.8% 79.00
High 75.78 73.50 -2.28 -3.0% 79.21
Low 72.96 72.00 -0.96 -1.3% 75.32
Close 73.05 72.64 -0.41 -0.6% 77.36
Range 2.82 1.50 -1.32 -46.8% 3.89
ATR 2.04 2.00 -0.04 -1.9% 0.00
Volume 5,876 6,222 346 5.9% 34,064
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.21 76.43 73.47
R3 75.71 74.93 73.05
R2 74.21 74.21 72.92
R1 73.43 73.43 72.78 73.07
PP 72.71 72.71 72.71 72.54
S1 71.93 71.93 72.50 71.57
S2 71.21 71.21 72.37
S3 69.71 70.43 72.23
S4 68.21 68.93 71.82
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 72.00 5.84 8.0% 1.85 2.6% 11% False True 6,986
10 79.24 72.00 7.24 10.0% 1.74 2.4% 9% False True 7,746
20 80.55 72.00 8.55 11.8% 1.81 2.5% 7% False True 7,741
40 80.55 65.66 14.89 20.5% 1.81 2.5% 47% False False 8,206
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.88
2.618 77.43
1.618 75.93
1.000 75.00
0.618 74.43
HIGH 73.50
0.618 72.93
0.500 72.75
0.382 72.57
LOW 72.00
0.618 71.07
1.000 70.50
1.618 69.57
2.618 68.07
4.250 65.63
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 72.75 73.89
PP 72.71 73.47
S1 72.68 73.06

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

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