NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 72.25 74.59 2.34 3.2% 70.92
High 73.59 74.72 1.13 1.5% 73.82
Low 72.25 74.03 1.78 2.5% 70.00
Close 73.26 74.56 1.30 1.8% 73.36
Range 1.34 0.69 -0.65 -48.5% 3.82
ATR 1.66 1.64 -0.01 -0.9% 0.00
Volume 4,173 3,541 -632 -15.1% 20,249
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.51 76.22 74.94
R3 75.82 75.53 74.75
R2 75.13 75.13 74.69
R1 74.84 74.84 74.62 74.64
PP 74.44 74.44 74.44 74.34
S1 74.15 74.15 74.50 73.95
S2 73.75 73.75 74.43
S3 73.06 73.46 74.37
S4 72.37 72.77 74.18
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 74.72 70.00 4.72 6.3% 1.42 1.9% 97% True False 4,305
10 74.72 66.05 8.67 11.6% 1.29 1.7% 98% True False 3,934
20 74.72 61.52 13.20 17.7% 1.30 1.7% 99% True False 2,874
40 74.72 56.18 18.54 24.9% 1.19 1.6% 99% True False 2,304
60 74.72 51.78 22.94 30.8% 1.23 1.6% 99% True False 2,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.65
2.618 76.53
1.618 75.84
1.000 75.41
0.618 75.15
HIGH 74.72
0.618 74.46
0.500 74.38
0.382 74.29
LOW 74.03
0.618 73.60
1.000 73.34
1.618 72.91
2.618 72.22
4.250 71.10
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 74.50 74.20
PP 74.44 73.84
S1 74.38 73.49

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

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