NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 75.42 75.19 -0.23 -0.3% 71.63
High 75.50 76.06 0.56 0.7% 76.06
Low 74.23 72.58 -1.65 -2.2% 71.63
Close 75.18 73.18 -2.00 -2.7% 73.18
Range 1.27 3.48 2.21 174.0% 4.43
ATR 1.89 2.00 0.11 6.0% 0.00
Volume 23,880 11,825 -12,055 -50.5% 56,815
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.38 82.26 75.09
R3 80.90 78.78 74.14
R2 77.42 77.42 73.82
R1 75.30 75.30 73.50 74.62
PP 73.94 73.94 73.94 73.60
S1 71.82 71.82 72.86 71.14
S2 70.46 70.46 72.54
S3 66.98 68.34 72.22
S4 63.50 64.86 71.27
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.91 84.48 75.62
R3 82.48 80.05 74.40
R2 78.05 78.05 73.99
R1 75.62 75.62 73.59 76.84
PP 73.62 73.62 73.62 74.23
S1 71.19 71.19 72.77 72.41
S2 69.19 69.19 72.37
S3 64.76 66.76 71.96
S4 60.33 62.33 70.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.06 71.32 4.74 6.5% 2.14 2.9% 39% True False 13,268
10 77.84 71.32 6.52 8.9% 1.88 2.6% 29% False False 11,169
20 79.24 71.32 7.92 10.8% 1.95 2.7% 23% False False 9,581
40 80.55 69.65 10.90 14.9% 1.85 2.5% 32% False False 9,315
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.85
2.618 85.17
1.618 81.69
1.000 79.54
0.618 78.21
HIGH 76.06
0.618 74.73
0.500 74.32
0.382 73.91
LOW 72.58
0.618 70.43
1.000 69.10
1.618 66.95
2.618 63.47
4.250 57.79
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 74.32 74.32
PP 73.94 73.94
S1 73.56 73.56

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

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