NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 75.00 75.35 0.35 0.5% 75.72
High 75.01 75.35 0.34 0.5% 76.28
Low 75.00 74.82 -0.18 -0.2% 73.77
Close 75.21 73.68 -1.53 -2.0% 73.68
Range 0.01 0.53 0.52 5,200.0% 2.51
ATR 1.31 1.26 -0.06 -4.3% 0.00
Volume 4,918 910 -4,008 -81.5% 10,940
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.21 75.47 73.97
R3 75.68 74.94 73.83
R2 75.15 75.15 73.78
R1 74.41 74.41 73.73 74.52
PP 74.62 74.62 74.62 74.67
S1 73.88 73.88 73.63 73.99
S2 74.09 74.09 73.58
S3 73.56 73.35 73.53
S4 73.03 72.82 73.39
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.11 80.40 75.06
R3 79.60 77.89 74.37
R2 77.09 77.09 74.14
R1 75.38 75.38 73.91 74.98
PP 74.58 74.58 74.58 74.38
S1 72.87 72.87 73.45 72.47
S2 72.07 72.07 73.22
S3 69.56 70.36 72.99
S4 67.05 67.85 72.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.28 73.77 2.51 3.4% 0.96 1.3% -4% False False 2,188
10 77.20 73.43 3.77 5.1% 0.79 1.1% 7% False False 2,220
20 77.20 64.51 12.69 17.2% 1.00 1.4% 72% False False 2,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.60
2.618 76.74
1.618 76.21
1.000 75.88
0.618 75.68
HIGH 75.35
0.618 75.15
0.500 75.09
0.382 75.02
LOW 74.82
0.618 74.49
1.000 74.29
1.618 73.96
2.618 73.43
4.250 72.57
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 75.09 74.56
PP 74.62 74.27
S1 74.15 73.97

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

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