NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 73.60 74.71 1.11 1.5% 72.22
High 75.29 75.03 -0.26 -0.3% 76.70
Low 73.60 72.25 -1.35 -1.8% 72.22
Close 75.12 72.88 -2.24 -3.0% 76.10
Range 1.69 2.78 1.09 64.5% 4.48
ATR 1.90 1.97 0.07 3.7% 0.00
Volume 9,546 11,073 1,527 16.0% 48,994
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.73 80.08 74.41
R3 78.95 77.30 73.64
R2 76.17 76.17 73.39
R1 74.52 74.52 73.13 73.96
PP 73.39 73.39 73.39 73.10
S1 71.74 71.74 72.63 71.18
S2 70.61 70.61 72.37
S3 67.83 68.96 72.12
S4 65.05 66.18 71.35
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 72.25 4.45 6.1% 1.92 2.6% 14% False True 9,354
10 76.70 72.22 4.48 6.1% 1.94 2.7% 15% False False 11,162
20 77.84 71.32 6.52 8.9% 1.86 2.5% 24% False False 10,082
40 80.55 71.32 9.23 12.7% 1.88 2.6% 17% False False 9,598
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.85
2.618 82.31
1.618 79.53
1.000 77.81
0.618 76.75
HIGH 75.03
0.618 73.97
0.500 73.64
0.382 73.31
LOW 72.25
0.618 70.53
1.000 69.47
1.618 67.75
2.618 64.97
4.250 60.44
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 73.64 74.18
PP 73.39 73.74
S1 73.13 73.31

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

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