NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 68.55 69.99 1.44 2.1% 63.00
High 70.58 71.24 0.66 0.9% 68.44
Low 68.55 69.70 1.15 1.7% 61.75
Close 70.58 70.93 0.35 0.5% 68.20
Range 2.03 1.54 -0.49 -24.1% 6.69
ATR 1.92 1.89 -0.03 -1.4% 0.00
Volume 10,799 10,325 -474 -4.4% 46,157
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.24 74.63 71.78
R3 73.70 73.09 71.35
R2 72.16 72.16 71.21
R1 71.55 71.55 71.07 71.86
PP 70.62 70.62 70.62 70.78
S1 70.01 70.01 70.79 70.32
S2 69.08 69.08 70.65
S3 67.54 68.47 70.51
S4 66.00 66.93 70.08
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 71.24 63.92 7.32 10.3% 1.81 2.6% 96% True False 12,260
10 71.24 61.12 10.12 14.3% 1.75 2.5% 97% True False 10,154
20 71.24 58.66 12.58 17.7% 1.77 2.5% 98% True False 10,385
40 71.24 53.00 18.24 25.7% 1.70 2.4% 98% True False 8,710
60 71.24 48.64 22.60 31.9% 1.71 2.4% 99% True False 7,997
80 71.24 45.06 26.18 36.9% 1.69 2.4% 99% True False 7,254
100 71.24 45.06 26.18 36.9% 1.59 2.2% 99% True False 6,440
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.79
2.618 75.27
1.618 73.73
1.000 72.78
0.618 72.19
HIGH 71.24
0.618 70.65
0.500 70.47
0.382 70.29
LOW 69.70
0.618 68.75
1.000 68.16
1.618 67.21
2.618 65.67
4.250 63.16
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 70.78 70.36
PP 70.62 69.80
S1 70.47 69.23

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

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