NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 70.43 69.86 -0.57 -0.8% 68.02
High 71.90 70.77 -1.13 -1.6% 71.90
Low 69.20 68.60 -0.60 -0.9% 66.87
Close 70.24 70.02 -0.22 -0.3% 70.24
Range 2.70 2.17 -0.53 -19.6% 5.03
ATR 2.33 2.31 -0.01 -0.5% 0.00
Volume 43,627 52,540 8,913 20.4% 179,172
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.31 75.33 71.21
R3 74.14 73.16 70.62
R2 71.97 71.97 70.42
R1 70.99 70.99 70.22 71.48
PP 69.80 69.80 69.80 70.04
S1 68.82 68.82 69.82 69.31
S2 67.63 67.63 69.62
S3 65.46 66.65 69.42
S4 63.29 64.48 68.83
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% 2.71 3.9% 63% False False 42,306
10 71.90 61.03 10.87 15.5% 2.47 3.5% 83% False False 33,756
20 71.90 58.36 13.54 19.3% 2.26 3.2% 86% False False 27,529
40 71.90 51.96 19.94 28.5% 2.07 3.0% 91% False False 20,811
60 71.90 48.78 23.12 33.0% 2.06 2.9% 92% False False 17,195
80 71.90 44.19 27.71 39.6% 2.17 3.1% 93% False False 15,056
100 71.90 44.19 27.71 39.6% 2.13 3.0% 93% False False 12,913
Crabel Price Patterns
NR True
NR4 True
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.99
2.618 76.45
1.618 74.28
1.000 72.94
0.618 72.11
HIGH 70.77
0.618 69.94
0.500 69.69
0.382 69.43
LOW 68.60
0.618 67.26
1.000 66.43
1.618 65.09
2.618 62.92
4.250 59.38
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 69.91 69.98
PP 69.80 69.94
S1 69.69 69.90

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

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