NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 76.36 76.10 -0.26 -0.3% 72.22
High 76.56 76.10 -0.46 -0.6% 76.70
Low 75.76 72.98 -2.78 -3.7% 72.22
Close 76.10 73.46 -2.64 -3.5% 76.10
Range 0.80 3.12 2.32 290.0% 4.48
ATR 1.81 1.90 0.09 5.2% 0.00
Volume 6,763 6,306 -457 -6.8% 48,994
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.54 81.62 75.18
R3 80.42 78.50 74.32
R2 77.30 77.30 74.03
R1 75.38 75.38 73.75 74.78
PP 74.18 74.18 74.18 73.88
S1 72.26 72.26 73.17 71.66
S2 71.06 71.06 72.89
S3 67.94 69.14 72.60
S4 64.82 66.02 71.74
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.45 86.75 78.56
R3 83.97 82.27 77.33
R2 79.49 79.49 76.92
R1 77.79 77.79 76.51 78.64
PP 75.01 75.01 75.01 75.43
S1 73.31 73.31 75.69 74.16
S2 70.53 70.53 75.28
S3 66.05 68.83 74.87
S4 61.57 64.35 73.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.70 72.63 4.07 5.5% 1.82 2.5% 20% False False 8,478
10 76.70 71.63 5.07 6.9% 1.96 2.7% 36% False False 11,211
20 79.21 71.32 7.89 10.7% 1.81 2.5% 27% False False 9,660
40 80.55 71.32 9.23 12.6% 1.85 2.5% 23% False False 9,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 84.27
1.618 81.15
1.000 79.22
0.618 78.03
HIGH 76.10
0.618 74.91
0.500 74.54
0.382 74.17
LOW 72.98
0.618 71.05
1.000 69.86
1.618 67.93
2.618 64.81
4.250 59.72
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 74.54 74.84
PP 74.18 74.38
S1 73.82 73.92

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

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