NYMEX Light Sweet Crude Oil Future November 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 70.64 71.09 0.45 0.6% 62.36
High 71.86 71.33 -0.53 -0.7% 68.84
Low 70.31 68.79 -1.52 -2.2% 62.36
Close 71.54 69.66 -1.88 -2.6% 68.68
Range 1.55 2.54 0.99 63.9% 6.48
ATR 1.75 1.82 0.07 4.1% 0.00
Volume 9,182 9,013 -169 -1.8% 31,113
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.55 76.14 71.06
R3 75.01 73.60 70.36
R2 72.47 72.47 70.13
R1 71.06 71.06 69.89 70.50
PP 69.93 69.93 69.93 69.64
S1 68.52 68.52 69.43 67.96
S2 67.39 67.39 69.19
S3 64.85 65.98 68.96
S4 62.31 63.44 68.26
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.07 83.85 72.24
R3 79.59 77.37 70.46
R2 73.11 73.11 69.87
R1 70.89 70.89 69.27 72.00
PP 66.63 66.63 66.63 67.18
S1 64.41 64.41 68.09 65.52
S2 60.15 60.15 67.49
S3 53.67 57.93 66.90
S4 47.19 51.45 65.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.86 65.32 6.54 9.4% 1.73 2.5% 66% False False 9,164
10 71.86 62.36 9.50 13.6% 1.60 2.3% 77% False False 7,601
20 71.86 59.95 11.91 17.1% 1.63 2.3% 82% False False 7,182
40 71.86 54.20 17.66 25.4% 1.44 2.1% 88% False False 5,882
60 71.86 49.00 22.86 32.8% 1.54 2.2% 90% False False 5,571
80 71.86 45.87 25.99 37.3% 1.58 2.3% 92% False False 5,235
100 71.86 45.87 25.99 37.3% 1.50 2.2% 92% False False 4,810
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 0.21
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 82.13
2.618 77.98
1.618 75.44
1.000 73.87
0.618 72.90
HIGH 71.33
0.618 70.36
0.500 70.06
0.382 69.76
LOW 68.79
0.618 67.22
1.000 66.25
1.618 64.68
2.618 62.14
4.250 58.00
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 70.06 70.33
PP 69.93 70.10
S1 69.79 69.88

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

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