NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 73.12 72.25 -0.87 -1.2% 70.92
High 73.63 73.59 -0.04 -0.1% 73.82
Low 72.48 72.25 -0.23 -0.3% 70.00
Close 73.36 73.26 -0.10 -0.1% 73.36
Range 1.15 1.34 0.19 16.5% 3.82
ATR 1.68 1.66 -0.02 -1.5% 0.00
Volume 2,407 4,173 1,766 73.4% 20,249
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.05 76.50 74.00
R3 75.71 75.16 73.63
R2 74.37 74.37 73.51
R1 73.82 73.82 73.38 74.10
PP 73.03 73.03 73.03 73.17
S1 72.48 72.48 73.14 72.76
S2 71.69 71.69 73.01
S3 70.35 71.14 72.89
S4 69.01 69.80 72.52
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.85 82.43 75.46
R3 80.03 78.61 74.41
R2 76.21 76.21 74.06
R1 74.79 74.79 73.71 75.50
PP 72.39 72.39 72.39 72.75
S1 70.97 70.97 73.01 71.68
S2 68.57 68.57 72.66
S3 64.75 67.15 72.31
S4 60.93 63.33 71.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.82 70.00 3.82 5.2% 1.57 2.1% 85% False False 4,068
10 73.82 63.75 10.07 13.7% 1.41 1.9% 94% False False 3,776
20 73.82 61.52 12.30 16.8% 1.32 1.8% 95% False False 2,742
40 73.82 56.18 17.64 24.1% 1.21 1.6% 97% False False 2,257
60 73.82 51.78 22.04 30.1% 1.24 1.7% 97% False False 2,184
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.29
2.618 77.10
1.618 75.76
1.000 74.93
0.618 74.42
HIGH 73.59
0.618 73.08
0.500 72.92
0.382 72.76
LOW 72.25
0.618 71.42
1.000 70.91
1.618 70.08
2.618 68.74
4.250 66.56
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 73.15 73.18
PP 73.03 73.09
S1 72.92 73.01

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

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