NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 72.64 72.31 -0.33 -0.5% 75.48
High 73.10 72.53 -0.57 -0.8% 75.78
Low 72.20 71.32 -0.88 -1.2% 71.32
Close 72.24 72.06 -0.18 -0.2% 72.06
Range 0.90 1.21 0.31 34.4% 4.46
ATR 1.92 1.87 -0.05 -2.7% 0.00
Volume 16,607 9,525 -7,082 -42.6% 47,033
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.60 75.04 72.73
R3 74.39 73.83 72.39
R2 73.18 73.18 72.28
R1 72.62 72.62 72.17 72.30
PP 71.97 71.97 71.97 71.81
S1 71.41 71.41 71.95 71.09
S2 70.76 70.76 71.84
S3 69.55 70.20 71.73
S4 68.34 68.99 71.39
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.43 83.71 74.51
R3 81.97 79.25 73.29
R2 77.51 77.51 72.88
R1 74.79 74.79 72.47 73.92
PP 73.05 73.05 73.05 72.62
S1 70.33 70.33 71.65 69.46
S2 68.59 68.59 71.24
S3 64.13 65.87 70.83
S4 59.67 61.41 69.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.78 71.32 4.46 6.2% 1.59 2.2% 17% False True 9,406
10 79.21 71.32 7.89 10.9% 1.65 2.3% 9% False True 8,109
20 79.39 71.32 8.07 11.2% 1.75 2.4% 9% False True 7,966
40 80.55 65.66 14.89 20.7% 1.80 2.5% 43% False False 8,504
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.67
2.618 75.70
1.618 74.49
1.000 73.74
0.618 73.28
HIGH 72.53
0.618 72.07
0.500 71.93
0.382 71.78
LOW 71.32
0.618 70.57
1.000 70.11
1.618 69.36
2.618 68.15
4.250 66.18
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 72.02 72.41
PP 71.97 72.29
S1 71.93 72.18

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

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