NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 69.45 69.90 0.45 0.6% 63.46
High 70.68 70.65 -0.03 0.0% 67.98
Low 69.14 66.87 -2.27 -3.3% 61.03
Close 70.25 68.02 -2.23 -3.2% 67.72
Range 1.54 3.78 2.24 145.5% 6.95
ATR 2.09 2.21 0.12 5.8% 0.00
Volume 23,842 33,383 9,541 40.0% 105,851
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.85 77.72 70.10
R3 76.07 73.94 69.06
R2 72.29 72.29 68.71
R1 70.16 70.16 68.37 69.34
PP 68.51 68.51 68.51 68.10
S1 66.38 66.38 67.67 65.56
S2 64.73 64.73 67.33
S3 60.95 62.60 66.98
S4 57.17 58.82 65.94
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.43 84.02 71.54
R3 79.48 77.07 69.63
R2 72.53 72.53 68.99
R1 70.12 70.12 68.36 71.33
PP 65.58 65.58 65.58 66.18
S1 63.17 63.17 67.08 64.38
S2 58.63 58.63 66.45
S3 51.68 56.22 65.81
S4 44.73 49.27 63.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.68 64.10 6.58 9.7% 2.42 3.6% 60% False False 26,530
10 70.68 61.03 9.65 14.2% 2.14 3.1% 72% False False 26,376
20 70.68 57.70 12.98 19.1% 2.18 3.2% 80% False False 23,375
40 70.68 51.96 18.72 27.5% 2.02 3.0% 86% False False 17,892
60 70.68 47.85 22.83 33.6% 2.07 3.0% 88% False False 15,122
80 70.68 44.19 26.49 38.9% 2.15 3.2% 90% False False 13,332
100 70.68 44.19 26.49 38.9% 2.08 3.1% 90% False False 11,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 86.72
2.618 80.55
1.618 76.77
1.000 74.43
0.618 72.99
HIGH 70.65
0.618 69.21
0.500 68.76
0.382 68.31
LOW 66.87
0.618 64.53
1.000 63.09
1.618 60.75
2.618 56.97
4.250 50.81
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 68.76 68.78
PP 68.51 68.52
S1 68.27 68.27

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

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