NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 72.22 73.29 1.07 1.5% 71.63
High 73.24 74.71 1.47 2.0% 76.06
Low 72.22 72.63 0.41 0.6% 71.63
Close 73.20 74.70 1.50 2.0% 73.18
Range 1.02 2.08 1.06 103.9% 4.43
ATR 1.93 1.94 0.01 0.6% 0.00
Volume 12,910 8,911 -3,999 -31.0% 56,815
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.25 79.56 75.84
R3 78.17 77.48 75.27
R2 76.09 76.09 75.08
R1 75.40 75.40 74.89 75.75
PP 74.01 74.01 74.01 74.19
S1 73.32 73.32 74.51 73.67
S2 71.93 71.93 74.32
S3 69.85 71.24 74.13
S4 67.77 69.16 73.56
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 72.22 3.84 5.1% 1.80 2.4% 65% False False 14,206
10 76.06 71.32 4.74 6.3% 1.90 2.5% 71% False False 11,686
20 79.24 71.32 7.92 10.6% 1.88 2.5% 43% False False 9,850
40 80.55 71.32 9.23 12.4% 1.84 2.5% 37% False False 9,440
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.55
2.618 80.16
1.618 78.08
1.000 76.79
0.618 76.00
HIGH 74.71
0.618 73.92
0.500 73.67
0.382 73.42
LOW 72.63
0.618 71.34
1.000 70.55
1.618 69.26
2.618 67.18
4.250 63.79
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 74.36 74.51
PP 74.01 74.33
S1 73.67 74.14

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

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