NYMEX Light Sweet Crude Oil Future December 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 70.98 71.56 0.58 0.8% 65.18
High 72.44 72.40 -0.04 -0.1% 69.49
Low 70.63 69.35 -1.28 -1.8% 62.93
Close 72.15 70.46 -1.69 -2.3% 69.20
Range 1.81 3.05 1.24 68.5% 6.56
ATR 2.01 2.09 0.07 3.7% 0.00
Volume 30,132 51,826 21,694 72.0% 120,712
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.89 78.22 72.14
R3 76.84 75.17 71.30
R2 73.79 73.79 71.02
R1 72.12 72.12 70.74 71.43
PP 70.74 70.74 70.74 70.39
S1 69.07 69.07 70.18 68.38
S2 67.69 67.69 69.90
S3 64.64 66.02 69.62
S4 61.59 62.97 68.78
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.89 84.60 72.81
R3 80.33 78.04 71.00
R2 73.77 73.77 70.40
R1 71.48 71.48 69.80 72.63
PP 67.21 67.21 67.21 67.78
S1 64.92 64.92 68.60 66.07
S2 60.65 60.65 68.00
S3 54.09 58.36 67.40
S4 47.53 51.80 65.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.44 65.66 6.78 9.6% 2.29 3.3% 71% False False 37,797
10 72.44 62.93 9.51 13.5% 1.97 2.8% 79% False False 30,746
20 72.44 60.54 11.90 16.9% 1.99 2.8% 83% False False 27,581
40 72.44 54.92 17.52 24.9% 2.02 2.9% 89% False False 22,974
60 72.44 49.46 22.98 32.6% 2.18 3.1% 91% False False 22,966
80 72.44 46.14 26.30 37.3% 2.25 3.2% 92% False False 22,683
100 72.44 46.14 26.30 37.3% 2.26 3.2% 92% False False 21,901
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 0.33
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 85.36
2.618 80.38
1.618 77.33
1.000 75.45
0.618 74.28
HIGH 72.40
0.618 71.23
0.500 70.88
0.382 70.52
LOW 69.35
0.618 67.47
1.000 66.30
1.618 64.42
2.618 61.37
4.250 56.39
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 70.88 70.90
PP 70.74 70.75
S1 70.60 70.61

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

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