NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 74.05 74.55 0.50 0.7% 70.64
High 75.27 74.76 -0.51 -0.7% 75.27
Low 73.55 73.26 -0.29 -0.4% 69.75
Close 74.95 74.24 -0.71 -0.9% 74.24
Range 1.72 1.50 -0.22 -12.8% 5.52
ATR 2.01 1.98 -0.02 -1.1% 0.00
Volume 18,068 17,423 -645 -3.6% 81,490
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.59 77.91 75.07
R3 77.09 76.41 74.65
R2 75.59 75.59 74.52
R1 74.91 74.91 74.38 74.50
PP 74.09 74.09 74.09 73.88
S1 73.41 73.41 74.10 73.00
S2 72.59 72.59 73.97
S3 71.09 71.91 73.83
S4 69.59 70.41 73.42
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 89.65 87.46 77.28
R3 84.13 81.94 75.76
R2 78.61 78.61 75.25
R1 76.42 76.42 74.75 77.52
PP 73.09 73.09 73.09 73.63
S1 70.90 70.90 73.73 72.00
S2 67.57 67.57 73.23
S3 62.05 65.38 72.72
S4 56.53 59.86 71.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.27 69.75 5.52 7.4% 1.52 2.1% 81% False False 16,298
10 75.27 67.85 7.42 10.0% 2.02 2.7% 86% False False 15,556
20 75.27 59.20 16.07 21.6% 1.97 2.7% 94% False False 12,677
40 75.27 53.00 22.27 30.0% 1.76 2.4% 95% False False 10,710
60 75.27 53.00 22.27 30.0% 1.71 2.3% 95% False False 9,414
80 75.27 45.81 29.46 39.7% 1.74 2.3% 97% False False 8,472
100 75.27 45.06 30.21 40.7% 1.67 2.3% 97% False False 7,553
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.14
2.618 78.69
1.618 77.19
1.000 76.26
0.618 75.69
HIGH 74.76
0.618 74.19
0.500 74.01
0.382 73.83
LOW 73.26
0.618 72.33
1.000 71.76
1.618 70.83
2.618 69.33
4.250 66.89
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 74.16 74.16
PP 74.09 74.09
S1 74.01 74.01

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

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