NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 76.47 76.29 -0.18 -0.2% 73.74
High 77.20 76.45 -0.75 -1.0% 77.20
Low 76.45 76.10 -0.35 -0.5% 73.43
Close 76.94 76.29 -0.65 -0.8% 76.29
Range 0.75 0.35 -0.40 -53.3% 3.77
ATR 1.39 1.35 -0.04 -2.8% 0.00
Volume 3,153 1,794 -1,359 -43.1% 11,261
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.33 77.16 76.48
R3 76.98 76.81 76.39
R2 76.63 76.63 76.35
R1 76.46 76.46 76.32 76.47
PP 76.28 76.28 76.28 76.28
S1 76.11 76.11 76.26 76.12
S2 75.93 75.93 76.23
S3 75.58 75.76 76.19
S4 75.23 75.41 76.10
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 86.95 85.39 78.36
R3 83.18 81.62 77.33
R2 79.41 79.41 76.98
R1 77.85 77.85 76.64 78.63
PP 75.64 75.64 75.64 76.03
S1 74.08 74.08 75.94 74.86
S2 71.87 71.87 75.60
S3 68.10 70.31 75.25
S4 64.33 66.54 74.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.20 73.43 3.77 4.9% 0.62 0.8% 76% False False 2,252
10 77.20 70.78 6.42 8.4% 0.99 1.3% 86% False False 2,620
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 0.08
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 77.94
2.618 77.37
1.618 77.02
1.000 76.80
0.618 76.67
HIGH 76.45
0.618 76.32
0.500 76.28
0.382 76.23
LOW 76.10
0.618 75.88
1.000 75.75
1.618 75.53
2.618 75.18
4.250 74.61
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 76.29 76.28
PP 76.28 76.27
S1 76.28 76.27

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

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