NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 71.45 70.64 -0.81 -1.1% 68.55
High 72.60 71.60 -1.00 -1.4% 72.60
Low 70.15 69.75 -0.40 -0.6% 67.85
Close 71.07 70.90 -0.17 -0.2% 71.07
Range 2.45 1.85 -0.60 -24.5% 4.75
ATR 2.11 2.09 -0.02 -0.9% 0.00
Volume 14,584 18,681 4,097 28.1% 74,078
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.30 75.45 71.92
R3 74.45 73.60 71.41
R2 72.60 72.60 71.24
R1 71.75 71.75 71.07 72.18
PP 70.75 70.75 70.75 70.96
S1 69.90 69.90 70.73 70.33
S2 68.90 68.90 70.56
S3 67.05 68.05 70.39
S4 65.20 66.20 69.88
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.76 82.66 73.68
R3 80.01 77.91 72.38
R2 75.26 75.26 71.94
R1 73.16 73.16 71.51 74.21
PP 70.51 70.51 70.51 71.03
S1 68.41 68.41 70.63 69.46
S2 65.76 65.76 70.20
S3 61.01 63.66 69.76
S4 56.26 58.91 68.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.60 67.85 4.75 6.7% 2.47 3.5% 64% False False 16,392
10 72.60 61.75 10.85 15.3% 2.24 3.2% 84% False False 13,891
20 72.60 59.20 13.40 18.9% 2.00 2.8% 87% False False 11,473
40 72.60 53.00 19.60 27.6% 1.76 2.5% 91% False False 9,738
60 72.60 49.73 22.87 32.3% 1.76 2.5% 93% False False 8,722
80 72.60 45.06 27.54 38.8% 1.73 2.4% 94% False False 7,951
100 72.60 45.06 27.54 38.8% 1.68 2.4% 94% False False 7,054
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.46
2.618 76.44
1.618 74.59
1.000 73.45
0.618 72.74
HIGH 71.60
0.618 70.89
0.500 70.68
0.382 70.46
LOW 69.75
0.618 68.61
1.000 67.90
1.618 66.76
2.618 64.91
4.250 61.89
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 70.83 70.83
PP 70.75 70.75
S1 70.68 70.68

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

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