NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 74.82 75.25 0.43 0.6% 75.28
High 75.21 75.25 0.04 0.1% 76.42
Low 73.94 73.25 -0.69 -0.9% 73.16
Close 74.87 73.32 -1.55 -2.1% 73.32
Range 1.27 2.00 0.73 57.5% 3.26
ATR 1.65 1.68 0.02 1.5% 0.00
Volume 6,047 1,434 -4,613 -76.3% 17,630
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.94 78.63 74.42
R3 77.94 76.63 73.87
R2 75.94 75.94 73.69
R1 74.63 74.63 73.50 74.29
PP 73.94 73.94 73.94 73.77
S1 72.63 72.63 73.14 72.29
S2 71.94 71.94 72.95
S3 69.94 70.63 72.77
S4 67.94 68.63 72.22
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.08 81.96 75.11
R3 80.82 78.70 74.22
R2 77.56 77.56 73.92
R1 75.44 75.44 73.62 74.87
PP 74.30 74.30 74.30 74.02
S1 72.18 72.18 73.02 71.61
S2 71.04 71.04 72.72
S3 67.78 68.92 72.42
S4 64.52 65.66 71.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.42 73.16 3.26 4.4% 1.87 2.6% 5% False False 3,526
10 76.74 72.25 4.49 6.1% 1.45 2.0% 24% False False 3,619
20 76.74 63.75 12.99 17.7% 1.39 1.9% 74% False False 3,637
40 76.74 56.57 20.17 27.5% 1.34 1.8% 83% False False 2,739
60 76.74 56.18 20.56 28.0% 1.25 1.7% 83% False False 2,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.75
2.618 80.49
1.618 78.49
1.000 77.25
0.618 76.49
HIGH 75.25
0.618 74.49
0.500 74.25
0.382 74.01
LOW 73.25
0.618 72.01
1.000 71.25
1.618 70.01
2.618 68.01
4.250 64.75
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 74.25 74.21
PP 73.94 73.91
S1 73.63 73.62

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

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