NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 69.03 71.45 2.42 3.5% 68.55
High 71.98 72.60 0.62 0.9% 72.60
Low 68.75 70.15 1.40 2.0% 67.85
Close 71.29 71.07 -0.22 -0.3% 71.07
Range 3.23 2.45 -0.78 -24.1% 4.75
ATR 2.08 2.11 0.03 1.3% 0.00
Volume 24,671 14,584 -10,087 -40.9% 74,078
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.62 77.30 72.42
R3 76.17 74.85 71.74
R2 73.72 73.72 71.52
R1 72.40 72.40 71.29 71.84
PP 71.27 71.27 71.27 70.99
S1 69.95 69.95 70.85 69.39
S2 68.82 68.82 70.62
S3 66.37 67.50 70.40
S4 63.92 65.05 69.72
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.76 82.66 73.68
R3 80.01 77.91 72.38
R2 75.26 75.26 71.94
R1 73.16 73.16 71.51 74.21
PP 70.51 70.51 70.51 71.03
S1 68.41 68.41 70.63 69.46
S2 65.76 65.76 70.20
S3 61.01 63.66 69.76
S4 56.26 58.91 68.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.60 67.85 4.75 6.7% 2.51 3.5% 68% True False 14,815
10 72.60 61.75 10.85 15.3% 2.17 3.1% 86% True False 12,919
20 72.60 59.20 13.40 18.9% 1.98 2.8% 89% True False 11,400
40 72.60 53.00 19.60 27.6% 1.75 2.5% 92% True False 9,457
60 72.60 49.19 23.41 32.9% 1.78 2.5% 93% True False 8,526
80 72.60 45.06 27.54 38.8% 1.72 2.4% 94% True False 7,762
100 72.60 45.06 27.54 38.8% 1.66 2.3% 94% True False 6,896
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.01
2.618 79.01
1.618 76.56
1.000 75.05
0.618 74.11
HIGH 72.60
0.618 71.66
0.500 71.38
0.382 71.09
LOW 70.15
0.618 68.64
1.000 67.70
1.618 66.19
2.618 63.74
4.250 59.74
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 71.38 70.79
PP 71.27 70.51
S1 71.17 70.23

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

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