NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 70.64 71.43 0.79 1.1% 68.55
High 71.60 72.84 1.24 1.7% 72.60
Low 69.75 71.38 1.63 2.3% 67.85
Close 70.90 72.45 1.55 2.2% 71.07
Range 1.85 1.46 -0.39 -21.1% 4.75
ATR 2.09 2.08 -0.01 -0.5% 0.00
Volume 18,681 16,216 -2,465 -13.2% 74,078
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.60 75.99 73.25
R3 75.14 74.53 72.85
R2 73.68 73.68 72.72
R1 73.07 73.07 72.58 73.38
PP 72.22 72.22 72.22 72.38
S1 71.61 71.61 72.32 71.92
S2 70.76 70.76 72.18
S3 69.30 70.15 72.05
S4 67.84 68.69 71.65
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 72.84 67.85 4.99 6.9% 2.46 3.4% 92% True False 17,570
10 72.84 63.92 8.92 12.3% 2.14 2.9% 96% True False 14,915
20 72.84 59.20 13.64 18.8% 2.00 2.8% 97% True False 11,699
40 72.84 53.00 19.84 27.4% 1.74 2.4% 98% True False 9,958
60 72.84 49.73 23.11 31.9% 1.75 2.4% 98% True False 8,919
80 72.84 45.06 27.78 38.3% 1.74 2.4% 99% True False 8,113
100 72.84 45.06 27.78 38.3% 1.68 2.3% 99% True False 7,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 79.05
2.618 76.66
1.618 75.20
1.000 74.30
0.618 73.74
HIGH 72.84
0.618 72.28
0.500 72.11
0.382 71.94
LOW 71.38
0.618 70.48
1.000 69.92
1.618 69.02
2.618 67.56
4.250 65.18
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 72.34 72.07
PP 72.22 71.68
S1 72.11 71.30

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

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