NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 67.60 68.55 0.95 1.4% 63.00
High 68.44 70.58 2.14 3.1% 68.44
Low 67.22 68.55 1.33 2.0% 61.75
Close 68.20 70.58 2.38 3.5% 68.20
Range 1.22 2.03 0.81 66.4% 6.69
ATR 1.88 1.92 0.04 1.9% 0.00
Volume 14,571 10,799 -3,772 -25.9% 46,157
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.99 75.32 71.70
R3 73.96 73.29 71.14
R2 71.93 71.93 70.95
R1 71.26 71.26 70.77 71.60
PP 69.90 69.90 69.90 70.07
S1 69.23 69.23 70.39 69.57
S2 67.87 67.87 70.21
S3 65.84 67.20 70.02
S4 63.81 65.17 69.46
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.20 83.89 71.88
R3 79.51 77.20 70.04
R2 72.82 72.82 69.43
R1 70.51 70.51 68.81 71.67
PP 66.13 66.13 66.13 66.71
S1 63.82 63.82 67.59 64.98
S2 59.44 59.44 66.97
S3 52.75 57.13 66.36
S4 46.06 50.44 64.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.58 61.75 8.83 12.5% 2.00 2.8% 100% True False 11,391
10 70.58 59.26 11.32 16.0% 1.87 2.6% 100% True False 9,978
20 70.58 58.40 12.18 17.3% 1.76 2.5% 100% True False 10,323
40 70.58 53.00 17.58 24.9% 1.69 2.4% 100% True False 8,721
60 70.58 48.64 21.94 31.1% 1.71 2.4% 100% True False 7,950
80 70.58 45.06 25.52 36.2% 1.68 2.4% 100% True False 7,154
100 70.58 45.06 25.52 36.2% 1.60 2.3% 100% True False 6,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.21
2.618 75.89
1.618 73.86
1.000 72.61
0.618 71.83
HIGH 70.58
0.618 69.80
0.500 69.57
0.382 69.33
LOW 68.55
0.618 67.30
1.000 66.52
1.618 65.27
2.618 63.24
4.250 59.92
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 70.24 69.59
PP 69.90 68.60
S1 69.57 67.61

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

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