NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 71.63 74.65 3.02 4.2% 75.48
High 75.20 75.79 0.59 0.8% 75.78
Low 71.63 74.64 3.01 4.2% 71.32
Close 74.64 74.70 0.06 0.1% 72.06
Range 3.57 1.15 -2.42 -67.8% 4.46
ATR 1.99 1.93 -0.06 -3.0% 0.00
Volume 7,606 13,504 5,898 77.5% 47,033
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.49 77.75 75.33
R3 77.34 76.60 75.02
R2 76.19 76.19 74.91
R1 75.45 75.45 74.81 75.82
PP 75.04 75.04 75.04 75.23
S1 74.30 74.30 74.59 74.67
S2 73.89 73.89 74.49
S3 72.74 73.15 74.38
S4 71.59 72.00 74.07
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 75.79 71.32 4.47 6.0% 1.67 2.2% 76% True False 10,692
10 77.84 71.32 6.52 8.7% 1.77 2.4% 52% False False 9,002
20 79.39 71.32 8.07 10.8% 1.83 2.5% 42% False False 8,422
40 80.55 66.69 13.86 18.6% 1.84 2.5% 58% False False 8,686
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.68
2.618 78.80
1.618 77.65
1.000 76.94
0.618 76.50
HIGH 75.79
0.618 75.35
0.500 75.22
0.382 75.08
LOW 74.64
0.618 73.93
1.000 73.49
1.618 72.78
2.618 71.63
4.250 69.75
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 75.22 74.32
PP 75.04 73.94
S1 74.87 73.56

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

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