NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 69.90 67.92 -1.98 -2.8% 63.46
High 70.65 71.26 0.61 0.9% 67.98
Low 66.87 67.89 1.02 1.5% 61.03
Close 68.02 70.52 2.50 3.7% 67.72
Range 3.78 3.37 -0.41 -10.8% 6.95
ATR 2.21 2.30 0.08 3.7% 0.00
Volume 33,383 58,140 24,757 74.2% 105,851
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.00 78.63 72.37
R3 76.63 75.26 71.45
R2 73.26 73.26 71.14
R1 71.89 71.89 70.83 72.58
PP 69.89 69.89 69.89 70.23
S1 68.52 68.52 70.21 69.21
S2 66.52 66.52 69.90
S3 63.15 65.15 69.59
S4 59.78 61.78 68.67
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.43 84.02 71.54
R3 79.48 77.07 69.63
R2 72.53 72.53 68.99
R1 70.12 70.12 68.36 71.33
PP 65.58 65.58 65.58 66.18
S1 63.17 63.17 67.08 64.38
S2 58.63 58.63 66.45
S3 51.68 56.22 65.81
S4 44.73 49.27 63.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.26 66.22 5.04 7.1% 2.55 3.6% 85% True False 33,649
10 71.26 61.03 10.23 14.5% 2.28 3.2% 93% True False 29,844
20 71.26 58.36 12.90 18.3% 2.24 3.2% 94% True False 25,514
40 71.26 51.96 19.30 27.4% 2.07 2.9% 96% True False 19,109
60 71.26 47.85 23.41 33.2% 2.09 3.0% 97% True False 15,882
80 71.26 44.19 27.07 38.4% 2.17 3.1% 97% True False 13,994
100 71.26 44.19 27.07 38.4% 2.10 3.0% 97% True False 12,014
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 80.08
1.618 76.71
1.000 74.63
0.618 73.34
HIGH 71.26
0.618 69.97
0.500 69.58
0.382 69.18
LOW 67.89
0.618 65.81
1.000 64.52
1.618 62.44
2.618 59.07
4.250 53.57
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 70.21 70.04
PP 69.89 69.55
S1 69.58 69.07

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

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