NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 74.52 73.89 -0.63 -0.8% 72.25
High 76.42 74.93 -1.49 -1.9% 76.74
Low 74.05 73.16 -0.89 -1.2% 72.25
Close 74.23 74.91 0.68 0.9% 75.93
Range 2.37 1.77 -0.60 -25.3% 4.49
ATR 1.67 1.68 0.01 0.4% 0.00
Volume 4,021 3,922 -99 -2.5% 18,562
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.64 79.05 75.88
R3 77.87 77.28 75.40
R2 76.10 76.10 75.23
R1 75.51 75.51 75.07 75.81
PP 74.33 74.33 74.33 74.48
S1 73.74 73.74 74.75 74.04
S2 72.56 72.56 74.59
S3 70.79 71.97 74.42
S4 69.02 70.20 73.94
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 73.16 3.58 4.8% 1.66 2.2% 49% False True 3,580
10 76.74 72.19 4.55 6.1% 1.40 1.9% 60% False False 3,582
20 76.74 63.74 13.00 17.4% 1.31 1.7% 86% False False 3,433
40 76.74 56.45 20.29 27.1% 1.30 1.7% 91% False False 2,636
60 76.74 56.18 20.56 27.4% 1.23 1.6% 91% False False 2,362
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 True
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.45
2.618 79.56
1.618 77.79
1.000 76.70
0.618 76.02
HIGH 74.93
0.618 74.25
0.500 74.05
0.382 73.84
LOW 73.16
0.618 72.07
1.000 71.39
1.618 70.30
2.618 68.53
4.250 65.64
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 74.62 74.87
PP 74.33 74.83
S1 74.05 74.79

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

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