NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 74.65 75.42 0.77 1.0% 75.48
High 75.79 75.50 -0.29 -0.4% 75.78
Low 74.64 74.23 -0.41 -0.5% 71.32
Close 74.70 75.18 0.48 0.6% 72.06
Range 1.15 1.27 0.12 10.4% 4.46
ATR 1.93 1.89 -0.05 -2.5% 0.00
Volume 13,504 23,880 10,376 76.8% 47,033
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.78 78.25 75.88
R3 77.51 76.98 75.53
R2 76.24 76.24 75.41
R1 75.71 75.71 75.30 75.34
PP 74.97 74.97 74.97 74.79
S1 74.44 74.44 75.06 74.07
S2 73.70 73.70 74.95
S3 72.43 73.17 74.83
S4 71.16 71.90 74.48
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 5.9% 1.62 2.2% 86% False False 14,224
10 77.84 71.32 6.52 8.7% 1.74 2.3% 59% False False 10,605
20 79.39 71.32 8.07 10.7% 1.84 2.5% 48% False False 9,378
40 80.55 68.44 12.11 16.1% 1.80 2.4% 56% False False 9,165
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.90
2.618 78.82
1.618 77.55
1.000 76.77
0.618 76.28
HIGH 75.50
0.618 75.01
0.500 74.87
0.382 74.72
LOW 74.23
0.618 73.45
1.000 72.96
1.618 72.18
2.618 70.91
4.250 68.83
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 75.08 74.69
PP 74.97 74.20
S1 74.87 73.71

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

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