NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 75.28 74.52 -0.76 -1.0% 72.25
High 75.61 76.42 0.81 1.1% 76.74
Low 73.66 74.05 0.39 0.5% 72.25
Close 74.62 74.23 -0.39 -0.5% 75.93
Range 1.95 2.37 0.42 21.5% 4.49
ATR 1.62 1.67 0.05 3.3% 0.00
Volume 2,206 4,021 1,815 82.3% 18,562
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.01 80.49 75.53
R3 79.64 78.12 74.88
R2 77.27 77.27 74.66
R1 75.75 75.75 74.45 75.33
PP 74.90 74.90 74.90 74.69
S1 73.38 73.38 74.01 72.96
S2 72.53 72.53 73.80
S3 70.16 71.01 73.58
S4 67.79 68.64 72.93
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.44 86.68 78.40
R3 83.95 82.19 77.16
R2 79.46 79.46 76.75
R1 77.70 77.70 76.34 78.58
PP 74.97 74.97 74.97 75.42
S1 73.21 73.21 75.52 74.09
S2 70.48 70.48 75.11
S3 65.99 68.72 74.70
S4 61.50 64.23 73.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.74 73.66 3.08 4.1% 1.48 2.0% 19% False False 3,415
10 76.74 70.00 6.74 9.1% 1.45 2.0% 63% False False 3,860
20 76.74 63.02 13.72 18.5% 1.31 1.8% 82% False False 3,275
40 76.74 56.18 20.56 27.7% 1.28 1.7% 88% False False 2,595
60 76.74 56.18 20.56 27.7% 1.23 1.7% 88% False False 2,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 86.49
2.618 82.62
1.618 80.25
1.000 78.79
0.618 77.88
HIGH 76.42
0.618 75.51
0.500 75.24
0.382 74.96
LOW 74.05
0.618 72.59
1.000 71.68
1.618 70.22
2.618 67.85
4.250 63.98
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 75.24 75.04
PP 74.90 74.77
S1 74.57 74.50

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

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