NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 71.43 72.88 1.45 2.0% 68.55
High 72.84 73.84 1.00 1.4% 72.60
Low 71.38 72.75 1.37 1.9% 67.85
Close 72.45 73.60 1.15 1.6% 71.07
Range 1.46 1.09 -0.37 -25.3% 4.75
ATR 2.08 2.03 -0.05 -2.4% 0.00
Volume 16,216 11,102 -5,114 -31.5% 74,078
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.67 76.22 74.20
R3 75.58 75.13 73.90
R2 74.49 74.49 73.80
R1 74.04 74.04 73.70 74.27
PP 73.40 73.40 73.40 73.51
S1 72.95 72.95 73.50 73.18
S2 72.31 72.31 73.40
S3 71.22 71.86 73.30
S4 70.13 70.77 73.00
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 73.84 68.75 5.09 6.9% 2.02 2.7% 95% True False 17,050
10 73.84 64.63 9.21 12.5% 2.09 2.8% 97% True False 14,651
20 73.84 59.20 14.64 19.9% 1.98 2.7% 98% True False 11,916
40 73.84 53.00 20.84 28.3% 1.73 2.3% 99% True False 10,096
60 73.84 52.34 21.50 29.2% 1.73 2.4% 99% True False 9,035
80 73.84 45.06 28.78 39.1% 1.74 2.4% 99% True False 8,170
100 73.84 45.06 28.78 39.1% 1.67 2.3% 99% True False 7,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 78.47
2.618 76.69
1.618 75.60
1.000 74.93
0.618 74.51
HIGH 73.84
0.618 73.42
0.500 73.30
0.382 73.17
LOW 72.75
0.618 72.08
1.000 71.66
1.618 70.99
2.618 69.90
4.250 68.12
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 73.50 73.00
PP 73.40 72.40
S1 73.30 71.80

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

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