NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 73.29 74.70 1.41 1.9% 71.63
High 74.71 76.01 1.30 1.7% 76.06
Low 72.63 74.09 1.46 2.0% 71.63
Close 74.70 76.01 1.31 1.8% 73.18
Range 2.08 1.92 -0.16 -7.7% 4.43
ATR 1.94 1.94 0.00 -0.1% 0.00
Volume 8,911 7,325 -1,586 -17.8% 56,815
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.13 80.49 77.07
R3 79.21 78.57 76.54
R2 77.29 77.29 76.36
R1 76.65 76.65 76.19 76.97
PP 75.37 75.37 75.37 75.53
S1 74.73 74.73 75.83 75.05
S2 73.45 73.45 75.66
S3 71.53 72.81 75.48
S4 69.61 70.89 74.95
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% 1.95 2.6% 99% False False 12,970
10 76.06 71.32 4.74 6.2% 1.81 2.4% 99% False False 11,831
20 79.24 71.32 7.92 10.4% 1.83 2.4% 59% False False 9,908
40 80.55 71.32 9.23 12.1% 1.84 2.4% 51% False False 9,491
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.17
2.618 81.04
1.618 79.12
1.000 77.93
0.618 77.20
HIGH 76.01
0.618 75.28
0.500 75.05
0.382 74.82
LOW 74.09
0.618 72.90
1.000 72.17
1.618 70.98
2.618 69.06
4.250 65.93
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 75.69 75.38
PP 75.37 74.75
S1 75.05 74.12

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

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