NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 72.88 74.05 1.17 1.6% 68.55
High 73.84 75.27 1.43 1.9% 72.60
Low 72.75 73.55 0.80 1.1% 67.85
Close 73.60 74.95 1.35 1.8% 71.07
Range 1.09 1.72 0.63 57.8% 4.75
ATR 2.03 2.01 -0.02 -1.1% 0.00
Volume 11,102 18,068 6,966 62.7% 74,078
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.75 79.07 75.90
R3 78.03 77.35 75.42
R2 76.31 76.31 75.27
R1 75.63 75.63 75.11 75.97
PP 74.59 74.59 74.59 74.76
S1 73.91 73.91 74.79 74.25
S2 72.87 72.87 74.63
S3 71.15 72.19 74.48
S4 69.43 70.47 74.00
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 75.27 69.75 5.52 7.4% 1.71 2.3% 94% True False 15,730
10 75.27 67.22 8.05 10.7% 1.99 2.7% 96% True False 15,271
20 75.27 59.20 16.07 21.4% 1.97 2.6% 98% True False 12,352
40 75.27 53.00 22.27 29.7% 1.74 2.3% 99% True False 10,409
60 75.27 53.00 22.27 29.7% 1.73 2.3% 99% True False 9,258
80 75.27 45.06 30.21 40.3% 1.74 2.3% 99% True False 8,320
100 75.27 45.06 30.21 40.3% 1.67 2.2% 99% True False 7,397
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.58
2.618 79.77
1.618 78.05
1.000 76.99
0.618 76.33
HIGH 75.27
0.618 74.61
0.500 74.41
0.382 74.21
LOW 73.55
0.618 72.49
1.000 71.83
1.618 70.77
2.618 69.05
4.250 66.24
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 74.77 74.41
PP 74.59 73.87
S1 74.41 73.33

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

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