NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 69.85 71.21 1.36 1.9% 64.51
High 70.09 72.22 2.13 3.0% 70.09
Low 69.40 71.21 1.81 2.6% 64.51
Close 69.97 72.22 2.25 3.2% 69.97
Range 0.69 1.01 0.32 46.4% 5.58
ATR
Volume 3,994 3,308 -686 -17.2% 8,303
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 74.91 74.58 72.78
R3 73.90 73.57 72.50
R2 72.89 72.89 72.41
R1 72.56 72.56 72.31 72.73
PP 71.88 71.88 71.88 71.97
S1 71.55 71.55 72.13 71.72
S2 70.87 70.87 72.03
S3 69.86 70.54 71.94
S4 68.85 69.53 71.66
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 84.93 83.03 73.04
R3 79.35 77.45 71.50
R2 73.77 73.77 70.99
R1 71.87 71.87 70.48 72.82
PP 68.19 68.19 68.19 68.67
S1 66.29 66.29 69.46 67.24
S2 62.61 62.61 68.95
S3 57.03 60.71 68.44
S4 51.45 55.13 66.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.22 64.51 7.71 10.7% 1.20 1.7% 100% True False 2,322
10 72.22 63.29 8.93 12.4% 0.93 1.3% 100% True False 1,681
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.51
2.618 74.86
1.618 73.85
1.000 73.23
0.618 72.84
HIGH 72.22
0.618 71.83
0.500 71.72
0.382 71.60
LOW 71.21
0.618 70.59
1.000 70.20
1.618 69.58
2.618 68.57
4.250 66.92
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 72.05 71.28
PP 71.88 70.33
S1 71.72 69.39

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

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