NYMEX Light Sweet Crude Oil Future December 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 71.56 70.65 -0.91 -1.3% 65.18
High 72.40 73.42 1.02 1.4% 69.49
Low 69.35 70.56 1.21 1.7% 62.93
Close 70.46 72.84 2.38 3.4% 69.20
Range 3.05 2.86 -0.19 -6.2% 6.56
ATR 2.09 2.15 0.06 3.0% 0.00
Volume 51,826 58,009 6,183 11.9% 120,712
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.85 79.71 74.41
R3 77.99 76.85 73.63
R2 75.13 75.13 73.36
R1 73.99 73.99 73.10 74.56
PP 72.27 72.27 72.27 72.56
S1 71.13 71.13 72.58 71.70
S2 69.41 69.41 72.32
S3 66.55 68.27 72.05
S4 63.69 65.41 71.27
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 73.42 67.85 5.57 7.6% 2.32 3.2% 90% True False 42,911
10 73.42 62.93 10.49 14.4% 2.09 2.9% 94% True False 34,521
20 73.42 60.66 12.76 17.5% 2.03 2.8% 95% True False 29,371
40 73.42 54.92 18.50 25.4% 2.04 2.8% 97% True False 23,985
60 73.42 49.46 23.96 32.9% 2.19 3.0% 98% True False 23,498
80 73.42 46.14 27.28 37.5% 2.26 3.1% 98% True False 23,075
100 73.42 46.14 27.28 37.5% 2.28 3.1% 98% True False 22,339
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 80.91
1.618 78.05
1.000 76.28
0.618 75.19
HIGH 73.42
0.618 72.33
0.500 71.99
0.382 71.65
LOW 70.56
0.618 68.79
1.000 67.70
1.618 65.93
2.618 63.07
4.250 58.41
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 72.56 72.36
PP 72.27 71.87
S1 71.99 71.39

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

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