NYMEX Light Sweet Crude Oil Future February 2010


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 73.74 75.09 1.35 1.8% 71.21
High 74.33 75.12 0.79 1.1% 74.24
Low 73.43 74.49 1.06 1.4% 70.78
Close 73.81 75.07 1.26 1.7% 73.87
Range 0.90 0.63 -0.27 -30.0% 3.46
ATR 1.45 1.44 -0.01 -0.7% 0.00
Volume 2,521 2,063 -458 -18.2% 14,948
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.78 76.56 75.42
R3 76.15 75.93 75.24
R2 75.52 75.52 75.19
R1 75.30 75.30 75.13 75.10
PP 74.89 74.89 74.89 74.79
S1 74.67 74.67 75.01 74.47
S2 74.26 74.26 74.95
S3 73.63 74.04 74.90
S4 73.00 73.41 74.72
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.34 82.07 75.77
R3 79.88 78.61 74.82
R2 76.42 76.42 74.50
R1 75.15 75.15 74.19 75.79
PP 72.96 72.96 72.96 73.28
S1 71.69 71.69 73.55 72.33
S2 69.50 69.50 73.24
S3 66.04 68.23 72.92
S4 62.58 64.77 71.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.12 70.78 4.34 5.8% 1.18 1.6% 99% True False 2,883
10 75.12 66.03 9.09 12.1% 1.20 1.6% 99% True False 2,687
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 0.12
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 77.80
2.618 76.77
1.618 76.14
1.000 75.75
0.618 75.51
HIGH 75.12
0.618 74.88
0.500 74.81
0.382 74.73
LOW 74.49
0.618 74.10
1.000 73.86
1.618 73.47
2.618 72.84
4.250 71.81
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 74.98 74.75
PP 74.89 74.43
S1 74.81 74.11

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

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