NYMEX Light Sweet Crude Oil Future October 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 69.99 70.49 0.50 0.7% 63.00
High 71.24 71.15 -0.09 -0.1% 68.44
Low 69.70 67.85 -1.85 -2.7% 61.75
Close 70.93 68.86 -2.07 -2.9% 68.20
Range 1.54 3.30 1.76 114.3% 6.69
ATR 1.89 1.99 0.10 5.3% 0.00
Volume 10,325 13,699 3,374 32.7% 46,157
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.19 77.32 70.68
R3 75.89 74.02 69.77
R2 72.59 72.59 69.47
R1 70.72 70.72 69.16 70.01
PP 69.29 69.29 69.29 68.93
S1 67.42 67.42 68.56 66.71
S2 65.99 65.99 68.26
S3 62.69 64.12 67.95
S4 59.39 60.82 67.05
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 64.63 6.61 9.6% 2.17 3.2% 64% False False 12,251
10 71.24 61.75 9.49 13.8% 1.90 2.8% 75% False False 10,946
20 71.24 58.66 12.58 18.3% 1.91 2.8% 81% False False 10,426
40 71.24 53.00 18.24 26.5% 1.72 2.5% 87% False False 8,906
60 71.24 48.64 22.60 32.8% 1.74 2.5% 89% False False 8,123
80 71.24 45.06 26.18 38.0% 1.70 2.5% 91% False False 7,376
100 71.24 45.06 26.18 38.0% 1.61 2.3% 91% False False 6,551
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 0.40
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 85.18
2.618 79.79
1.618 76.49
1.000 74.45
0.618 73.19
HIGH 71.15
0.618 69.89
0.500 69.50
0.382 69.11
LOW 67.85
0.618 65.81
1.000 64.55
1.618 62.51
2.618 59.21
4.250 53.83
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 69.50 69.55
PP 69.29 69.32
S1 69.07 69.09

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

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