NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 74.70 76.02 1.32 1.8% 71.63
High 76.01 76.70 0.69 0.9% 76.06
Low 74.09 75.50 1.41 1.9% 71.63
Close 76.01 76.36 0.35 0.5% 73.18
Range 1.92 1.20 -0.72 -37.5% 4.43
ATR 1.94 1.89 -0.05 -2.7% 0.00
Volume 7,325 13,085 5,760 78.6% 56,815
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.79 79.27 77.02
R3 78.59 78.07 76.69
R2 77.39 77.39 76.58
R1 76.87 76.87 76.47 77.13
PP 76.19 76.19 76.19 76.32
S1 75.67 75.67 76.25 75.93
S2 74.99 74.99 76.14
S3 73.79 74.47 76.03
S4 72.59 73.27 75.70
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 76.70 72.22 4.48 5.9% 1.94 2.5% 92% True False 10,811
10 76.70 71.32 5.38 7.0% 1.78 2.3% 94% True False 12,517
20 79.24 71.32 7.92 10.4% 1.76 2.3% 64% False False 10,132
40 80.55 71.32 9.23 12.1% 1.82 2.4% 55% False False 9,680
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.80
2.618 79.84
1.618 78.64
1.000 77.90
0.618 77.44
HIGH 76.70
0.618 76.24
0.500 76.10
0.382 75.96
LOW 75.50
0.618 74.76
1.000 74.30
1.618 73.56
2.618 72.36
4.250 70.40
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 76.27 75.80
PP 76.19 75.23
S1 76.10 74.67

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

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