NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	67.92	70.43	2.51	3.7%	68.02
High	71.26	71.90	0.64	0.9%	71.90
Low	67.89	69.20	1.31	1.9%	66.87
Close	70.52	70.24	-0.28	-0.4%	70.24
Range	3.37	2.70	-0.67	-19.9%	5.03
ATR	2.30	2.33	0.03	1.3%	0.00
Volume	58,140	43,627	-14,513	-25.0%	179,172

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.55	77.09	71.73
R3	75.85	74.39	70.98
R2	73.15	73.15	70.74
R1	71.69	71.69	70.49	71.07
PP	70.45	70.45	70.45	70.14
S1	68.99	68.99	69.99	68.37
S2	67.75	67.75	69.75
S3	65.05	66.29	69.50
S4	62.35	63.59	68.76

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.76	82.53	73.01
R3	79.73	77.50	71.62
R2	74.70	74.70	71.16
R1	72.47	72.47	70.70	73.59
PP	69.67	69.67	69.67	70.23
S1	67.44	67.44	69.78	68.56
S2	64.64	64.64	69.32
S3	59.61	62.41	68.86
S4	54.58	57.38	67.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.90	66.87	5.03	7.2%	2.74	3.9%	67%	True	False	35,834
10	71.90	61.03	10.87	15.5%	2.38	3.4%	85%	True	False	31,017
20	71.90	58.36	13.54	19.3%	2.24	3.2%	88%	True	False	26,263
40	71.90	51.96	19.94	28.4%	2.06	2.9%	92%	True	False	19,820
60	71.90	47.99	23.91	34.0%	2.09	3.0%	93%	True	False	16,459
80	71.90	44.19	27.71	39.5%	2.16	3.1%	94%	True	False	14,466
100	71.90	44.19	27.71	39.5%	2.12	3.0%	94%	True	False	12,421

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	0.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.38
2.618	78.97
1.618	76.27
1.000	74.60
0.618	73.57
HIGH	71.90
0.618	70.87
0.500	70.55
0.382	70.23
LOW	69.20
0.618	67.53
1.000	66.50
1.618	64.83
2.618	62.13
4.250	57.73

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	70.55	69.96
PP	70.45	69.67
S1	70.34	69.39

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols