NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 73.83 75.00 1.17 1.6% 73.74
High 74.70 75.01 0.31 0.4% 77.20
Low 73.77 75.00 1.23 1.7% 73.43
Close 75.28 75.21 -0.07 -0.1% 76.29
Range 0.93 0.01 -0.92 -98.9% 3.77
ATR 1.39 1.31 -0.08 -5.7% 0.00
Volume 2,015 4,918 2,903 144.1% 11,261
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.10 75.17 75.22
R3 75.09 75.16 75.21
R2 75.08 75.08 75.21
R1 75.15 75.15 75.21 75.12
PP 75.07 75.07 75.07 75.06
S1 75.14 75.14 75.21 75.11
S2 75.06 75.06 75.21
S3 75.05 75.13 75.21
S4 75.04 75.12 75.20
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 76.45 73.77 2.68 3.6% 0.92 1.2% 54% False False 2,364
10 77.20 73.10 4.10 5.5% 0.83 1.1% 51% False False 2,314
20 77.20 64.18 13.02 17.3% 1.01 1.3% 85% False False 2,337
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 True
Stretch 0.07
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 75.05
2.618 75.04
1.618 75.03
1.000 75.02
0.618 75.02
HIGH 75.01
0.618 75.01
0.500 75.01
0.382 75.00
LOW 75.00
0.618 74.99
1.000 74.99
1.618 74.98
2.618 74.97
4.250 74.96
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 75.14 75.15
PP 75.07 75.09
S1 75.01 75.03

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

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