NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 74.59 74.82 0.23 0.3% 70.92
High 74.72 75.60 0.88 1.2% 73.82
Low 74.03 74.71 0.68 0.9% 70.00
Close 74.56 75.38 0.82 1.1% 73.36
Range 0.69 0.89 0.20 29.0% 3.82
ATR 1.64 1.60 -0.04 -2.6% 0.00
Volume 3,541 3,095 -446 -12.6% 20,249
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.90 77.53 75.87
R3 77.01 76.64 75.62
R2 76.12 76.12 75.54
R1 75.75 75.75 75.46 75.94
PP 75.23 75.23 75.23 75.32
S1 74.86 74.86 75.30 75.05
S2 74.34 74.34 75.22
S3 73.45 73.97 75.14
S4 72.56 73.08 74.89
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 75.60 72.19 3.41 4.5% 1.14 1.5% 94% True False 3,585
10 75.60 66.38 9.22 12.2% 1.32 1.7% 98% True False 3,901
20 75.60 61.52 14.08 18.7% 1.28 1.7% 98% True False 2,926
40 75.60 56.18 19.42 25.8% 1.18 1.6% 99% True False 2,337
60 75.60 55.05 20.55 27.3% 1.21 1.6% 99% True False 2,228
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.38
2.618 77.93
1.618 77.04
1.000 76.49
0.618 76.15
HIGH 75.60
0.618 75.26
0.500 75.16
0.382 75.05
LOW 74.71
0.618 74.16
1.000 73.82
1.618 73.27
2.618 72.38
4.250 70.93
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 75.31 74.90
PP 75.23 74.41
S1 75.16 73.93

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

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