NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 70.49 69.03 -1.46 -2.1% 63.00
High 71.15 71.98 0.83 1.2% 68.44
Low 67.85 68.75 0.90 1.3% 61.75
Close 68.86 71.29 2.43 3.5% 68.20
Range 3.30 3.23 -0.07 -2.1% 6.69
ATR 1.99 2.08 0.09 4.4% 0.00
Volume 13,699 24,671 10,972 80.1% 46,157
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.36 79.06 73.07
R3 77.13 75.83 72.18
R2 73.90 73.90 71.88
R1 72.60 72.60 71.59 73.25
PP 70.67 70.67 70.67 71.00
S1 69.37 69.37 70.99 70.02
S2 67.44 67.44 70.70
S3 64.21 66.14 70.40
S4 60.98 62.91 69.51
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 71.98 67.22 4.76 6.7% 2.26 3.2% 86% True False 14,813
10 71.98 61.75 10.23 14.3% 2.08 2.9% 93% True False 12,530
20 71.98 59.20 12.78 17.9% 1.96 2.7% 95% True False 11,224
40 71.98 53.00 18.98 26.6% 1.76 2.5% 96% True False 9,367
60 71.98 48.64 23.34 32.7% 1.76 2.5% 97% True False 8,399
80 71.98 45.06 26.92 37.8% 1.73 2.4% 97% True False 7,625
100 71.98 45.06 26.92 37.8% 1.64 2.3% 97% True False 6,770
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.71
2.618 80.44
1.618 77.21
1.000 75.21
0.618 73.98
HIGH 71.98
0.618 70.75
0.500 70.37
0.382 69.98
LOW 68.75
0.618 66.75
1.000 65.52
1.618 63.52
2.618 60.29
4.250 55.02
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 70.98 70.83
PP 70.67 70.37
S1 70.37 69.92

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

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