NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 67.92 70.43 2.51 3.7% 68.02
High 71.26 71.90 0.64 0.9% 71.90
Low 67.89 69.20 1.31 1.9% 66.87
Close 70.52 70.24 -0.28 -0.4% 70.24
Range 3.37 2.70 -0.67 -19.9% 5.03
ATR 2.30 2.33 0.03 1.3% 0.00
Volume 58,140 43,627 -14,513 -25.0% 179,172
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.55 77.09 71.73
R3 75.85 74.39 70.98
R2 73.15 73.15 70.74
R1 71.69 71.69 70.49 71.07
PP 70.45 70.45 70.45 70.14
S1 68.99 68.99 69.99 68.37
S2 67.75 67.75 69.75
S3 65.05 66.29 69.50
S4 62.35 63.59 68.76
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.76 82.53 73.01
R3 79.73 77.50 71.62
R2 74.70 74.70 71.16
R1 72.47 72.47 70.70 73.59
PP 69.67 69.67 69.67 70.23
S1 67.44 67.44 69.78 68.56
S2 64.64 64.64 69.32
S3 59.61 62.41 68.86
S4 54.58 57.38 67.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.90 66.87 5.03 7.2% 2.74 3.9% 67% True False 35,834
10 71.90 61.03 10.87 15.5% 2.38 3.4% 85% True False 31,017
20 71.90 58.36 13.54 19.3% 2.24 3.2% 88% True False 26,263
40 71.90 51.96 19.94 28.4% 2.06 2.9% 92% True False 19,820
60 71.90 47.99 23.91 34.0% 2.09 3.0% 93% True False 16,459
80 71.90 44.19 27.71 39.5% 2.16 3.1% 94% True False 14,466
100 71.90 44.19 27.71 39.5% 2.12 3.0% 94% True False 12,421
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 78.97
1.618 76.27
1.000 74.60
0.618 73.57
HIGH 71.90
0.618 70.87
0.500 70.55
0.382 70.23
LOW 69.20
0.618 67.53
1.000 66.50
1.618 64.83
2.618 62.13
4.250 57.73
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 70.55 69.96
PP 70.45 69.67
S1 70.34 69.39

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

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