NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 66.48 68.04 1.56 2.3% 61.50
High 68.68 69.05 0.37 0.5% 66.64
Low 66.23 67.50 1.27 1.9% 59.53
Close 68.58 68.55 -0.03 0.0% 66.31
Range 2.45 1.55 -0.90 -36.7% 7.11
ATR 2.33 2.28 -0.06 -2.4% 0.00
Volume 261,370 234,080 -27,290 -10.4% 996,755
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 73.02 72.33 69.40
R3 71.47 70.78 68.98
R2 69.92 69.92 68.83
R1 69.23 69.23 68.69 69.58
PP 68.37 68.37 68.37 68.54
S1 67.68 67.68 68.41 68.03
S2 66.82 66.82 68.27
S3 65.27 66.13 68.12
S4 63.72 64.58 67.70
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 85.49 83.01 70.22
R3 78.38 75.90 68.27
R2 71.27 71.27 67.61
R1 68.79 68.79 66.96 70.03
PP 64.16 64.16 64.16 64.78
S1 61.68 61.68 65.66 62.92
S2 57.05 57.05 65.01
S3 49.94 54.57 64.35
S4 42.83 47.46 62.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.05 62.19 6.86 10.0% 2.06 3.0% 93% True False 261,180
10 69.05 58.93 10.12 14.8% 2.12 3.1% 95% True False 247,463
20 69.05 55.10 13.95 20.4% 2.26 3.3% 96% True False 199,115
40 69.05 49.07 19.98 29.1% 2.32 3.4% 97% True False 134,234
60 69.05 46.25 22.80 33.3% 2.42 3.5% 98% True False 97,449
80 69.05 42.19 26.86 39.2% 2.47 3.6% 98% True False 77,410
100 69.05 42.19 26.86 39.2% 2.44 3.6% 98% True False 64,372
120 69.05 42.19 26.86 39.2% 2.62 3.8% 98% True False 54,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.64
2.618 73.11
1.618 71.56
1.000 70.60
0.618 70.01
HIGH 69.05
0.618 68.46
0.500 68.28
0.382 68.09
LOW 67.50
0.618 66.54
1.000 65.95
1.618 64.99
2.618 63.44
4.250 60.91
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 68.46 67.99
PP 68.37 67.43
S1 68.28 66.87

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

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