NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 75.19 72.22 -2.97 -3.9% 71.63
High 76.06 73.24 -2.82 -3.7% 76.06
Low 72.58 72.22 -0.36 -0.5% 71.63
Close 73.18 73.20 0.02 0.0% 73.18
Range 3.48 1.02 -2.46 -70.7% 4.43
ATR 2.00 1.93 -0.07 -3.5% 0.00
Volume 11,825 12,910 1,085 9.2% 56,815
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.95 75.59 73.76
R3 74.93 74.57 73.48
R2 73.91 73.91 73.39
R1 73.55 73.55 73.29 73.73
PP 72.89 72.89 72.89 72.98
S1 72.53 72.53 73.11 72.71
S2 71.87 71.87 73.01
S3 70.85 71.51 72.92
S4 69.83 70.49 72.64
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 71.63 4.43 6.1% 2.10 2.9% 35% False False 13,945
10 76.06 71.32 4.74 6.5% 1.85 2.5% 40% False False 11,675
20 79.24 71.32 7.92 10.8% 1.84 2.5% 24% False False 9,677
40 80.55 71.32 9.23 12.6% 1.82 2.5% 20% False False 9,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.58
2.618 75.91
1.618 74.89
1.000 74.26
0.618 73.87
HIGH 73.24
0.618 72.85
0.500 72.73
0.382 72.61
LOW 72.22
0.618 71.59
1.000 71.20
1.618 70.57
2.618 69.55
4.250 67.89
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 73.04 74.14
PP 72.89 73.83
S1 72.73 73.51

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

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