NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 72.31 71.63 -0.68 -0.9% 75.48
High 72.53 75.20 2.67 3.7% 75.78
Low 71.32 71.63 0.31 0.4% 71.32
Close 72.06 74.64 2.58 3.6% 72.06
Range 1.21 3.57 2.36 195.0% 4.46
ATR 1.87 1.99 0.12 6.5% 0.00
Volume 9,525 7,606 -1,919 -20.1% 47,033
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.53 83.16 76.60
R3 80.96 79.59 75.62
R2 77.39 77.39 75.29
R1 76.02 76.02 74.97 76.71
PP 73.82 73.82 73.82 74.17
S1 72.45 72.45 74.31 73.14
S2 70.25 70.25 73.99
S3 66.68 68.88 73.66
S4 63.11 65.31 72.68
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.43 83.71 74.51
R3 81.97 79.25 73.29
R2 77.51 77.51 72.88
R1 74.79 74.79 72.47 73.92
PP 73.05 73.05 73.05 72.62
S1 70.33 70.33 71.65 69.46
S2 68.59 68.59 71.24
S3 64.13 65.87 70.83
S4 59.67 61.41 69.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.78 71.32 4.46 6.0% 2.00 2.7% 74% False False 9,167
10 79.00 71.32 7.68 10.3% 1.94 2.6% 43% False False 8,193
20 79.39 71.32 8.07 10.8% 1.87 2.5% 41% False False 7,991
40 80.55 66.35 14.20 19.0% 1.85 2.5% 58% False False 8,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 90.37
2.618 84.55
1.618 80.98
1.000 78.77
0.618 77.41
HIGH 75.20
0.618 73.84
0.500 73.42
0.382 72.99
LOW 71.63
0.618 69.42
1.000 68.06
1.618 65.85
2.618 62.28
4.250 56.46
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 74.23 74.18
PP 73.82 73.72
S1 73.42 73.26

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

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