NYMEX Light Sweet Crude Oil Future November 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 71.09 70.33 -0.76 -1.1% 62.36
High 71.33 72.67 1.34 1.9% 68.84
Low 68.79 70.33 1.54 2.2% 62.36
Close 69.66 72.06 2.40 3.4% 68.68
Range 2.54 2.34 -0.20 -7.9% 6.48
ATR 1.82 1.90 0.09 4.7% 0.00
Volume 9,013 17,588 8,575 95.1% 31,113
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.71 77.72 73.35
R3 76.37 75.38 72.70
R2 74.03 74.03 72.49
R1 73.04 73.04 72.27 73.54
PP 71.69 71.69 71.69 71.93
S1 70.70 70.70 71.85 71.20
S2 69.35 69.35 71.63
S3 67.01 68.36 71.42
S4 64.67 66.02 70.77
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 72.67 67.84 4.83 6.7% 1.74 2.4% 87% True False 11,242
10 72.67 62.36 10.31 14.3% 1.70 2.4% 94% True False 8,890
20 72.67 59.95 12.72 17.7% 1.68 2.3% 95% True False 7,712
40 72.67 54.20 18.47 25.6% 1.49 2.1% 97% True False 6,234
60 72.67 49.00 23.67 32.8% 1.55 2.2% 97% True False 5,786
80 72.67 45.87 26.80 37.2% 1.59 2.2% 98% True False 5,408
100 72.67 45.87 26.80 37.2% 1.52 2.1% 98% True False 4,954
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.62
2.618 78.80
1.618 76.46
1.000 75.01
0.618 74.12
HIGH 72.67
0.618 71.78
0.500 71.50
0.382 71.22
LOW 70.33
0.618 68.88
1.000 67.99
1.618 66.54
2.618 64.20
4.250 60.39
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 71.87 71.62
PP 71.69 71.17
S1 71.50 70.73

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

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