NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 70.92 71.39 0.47 0.7% 63.75
High 71.55 72.68 1.13 1.6% 69.69
Low 70.92 71.24 0.32 0.5% 63.75
Close 71.92 72.64 0.72 1.0% 69.62
Range 0.63 1.44 0.81 128.6% 5.94
ATR 1.58 1.57 -0.01 -0.6% 0.00
Volume 4,078 2,360 -1,718 -42.1% 13,339
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.51 76.01 73.43
R3 75.07 74.57 73.04
R2 73.63 73.63 72.90
R1 73.13 73.13 72.77 73.38
PP 72.19 72.19 72.19 72.31
S1 71.69 71.69 72.51 71.94
S2 70.75 70.75 72.38
S3 69.31 70.25 72.24
S4 67.87 68.81 71.85
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 85.51 83.50 72.89
R3 79.57 77.56 71.25
R2 73.63 73.63 70.71
R1 71.62 71.62 70.16 72.63
PP 67.69 67.69 67.69 68.19
S1 65.68 65.68 69.08 66.69
S2 61.75 61.75 68.53
S3 55.81 59.74 67.99
S4 49.87 53.80 66.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.68 66.05 6.63 9.1% 1.16 1.6% 99% True False 3,564
10 72.68 63.02 9.66 13.3% 1.17 1.6% 100% True False 2,690
20 72.68 61.41 11.27 15.5% 1.30 1.8% 100% True False 2,395
40 72.68 56.18 16.50 22.7% 1.14 1.6% 100% True False 2,105
60 72.68 50.10 22.58 31.1% 1.28 1.8% 100% True False 2,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.80
2.618 76.45
1.618 75.01
1.000 74.12
0.618 73.57
HIGH 72.68
0.618 72.13
0.500 71.96
0.382 71.79
LOW 71.24
0.618 70.35
1.000 69.80
1.618 68.91
2.618 67.47
4.250 65.12
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 72.41 72.04
PP 72.19 71.44
S1 71.96 70.84

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

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