NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 68.25 66.09 -2.16 -3.2% 61.50
High 68.95 69.60 0.65 0.9% 66.64
Low 64.95 65.92 0.97 1.5% 59.53
Close 66.12 68.81 2.69 4.1% 66.31
Range 4.00 3.68 -0.32 -8.0% 7.11
ATR 2.40 2.49 0.09 3.8% 0.00
Volume 266,861 322,365 55,504 20.8% 996,755
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.15 77.66 70.83
R3 75.47 73.98 69.82
R2 71.79 71.79 69.48
R1 70.30 70.30 69.15 71.05
PP 68.11 68.11 68.11 68.48
S1 66.62 66.62 68.47 67.37
S2 64.43 64.43 68.14
S3 60.75 62.94 67.80
S4 57.07 59.26 66.79
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 69.60 64.68 4.92 7.2% 2.73 4.0% 84% True False 273,223
10 69.60 59.53 10.07 14.6% 2.44 3.5% 92% True False 258,886
20 69.60 56.74 12.86 18.7% 2.45 3.6% 94% True False 218,009
40 69.60 49.07 20.53 29.8% 2.36 3.4% 96% True False 147,030
60 69.60 46.25 23.35 33.9% 2.46 3.6% 97% True False 106,509
80 69.60 42.19 27.41 39.8% 2.51 3.6% 97% True False 84,362
100 69.60 42.19 27.41 39.8% 2.48 3.6% 97% True False 70,020
120 69.60 42.19 27.41 39.8% 2.64 3.8% 97% True False 59,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.24
2.618 79.23
1.618 75.55
1.000 73.28
0.618 71.87
HIGH 69.60
0.618 68.19
0.500 67.76
0.382 67.33
LOW 65.92
0.618 63.65
1.000 62.24
1.618 59.97
2.618 56.29
4.250 50.28
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 68.46 68.30
PP 68.11 67.79
S1 67.76 67.28

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

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