NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 76.10 73.60 -2.50 -3.3% 72.22
High 76.10 75.29 -0.81 -1.1% 76.70
Low 72.98 73.60 0.62 0.8% 72.22
Close 73.46 75.12 1.66 2.3% 76.10
Range 3.12 1.69 -1.43 -45.8% 4.48
ATR 1.90 1.90 -0.01 -0.3% 0.00
Volume 6,306 9,546 3,240 51.4% 48,994
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.74 79.12 76.05
R3 78.05 77.43 75.58
R2 76.36 76.36 75.43
R1 75.74 75.74 75.27 76.05
PP 74.67 74.67 74.67 74.83
S1 74.05 74.05 74.97 74.36
S2 72.98 72.98 74.81
S3 71.29 72.36 74.66
S4 69.60 70.67 74.19
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 72.98 3.72 5.0% 1.75 2.3% 58% False False 8,605
10 76.70 72.22 4.48 6.0% 1.77 2.4% 65% False False 11,405
20 79.00 71.32 7.68 10.2% 1.86 2.5% 49% False False 9,799
40 80.55 71.32 9.23 12.3% 1.86 2.5% 41% False False 9,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.47
2.618 79.71
1.618 78.02
1.000 76.98
0.618 76.33
HIGH 75.29
0.618 74.64
0.500 74.45
0.382 74.25
LOW 73.60
0.618 72.56
1.000 71.91
1.618 70.87
2.618 69.18
4.250 66.42
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 74.90 75.00
PP 74.67 74.89
S1 74.45 74.77

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

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