NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 74.71 72.76 -1.95 -2.6% 72.22
High 75.03 72.78 -2.25 -3.0% 76.70
Low 72.25 69.88 -2.37 -3.3% 72.22
Close 72.88 70.07 -2.81 -3.9% 76.10
Range 2.78 2.90 0.12 4.3% 4.48
ATR 1.97 2.04 0.07 3.8% 0.00
Volume 11,073 13,304 2,231 20.1% 48,994
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.61 77.74 71.67
R3 76.71 74.84 70.87
R2 73.81 73.81 70.60
R1 71.94 71.94 70.34 71.43
PP 70.91 70.91 70.91 70.65
S1 69.04 69.04 69.80 68.53
S2 68.01 68.01 69.54
S3 65.11 66.14 69.27
S4 62.21 63.24 68.48
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 76.56 69.88 6.68 9.5% 2.26 3.2% 3% False True 9,398
10 76.70 69.88 6.82 9.7% 2.10 3.0% 3% False True 10,104
20 77.84 69.88 7.96 11.4% 1.92 2.7% 2% False True 10,355
40 80.55 69.88 10.67 15.2% 1.91 2.7% 2% False True 9,830
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.11
2.618 80.37
1.618 77.47
1.000 75.68
0.618 74.57
HIGH 72.78
0.618 71.67
0.500 71.33
0.382 70.99
LOW 69.88
0.618 68.09
1.000 66.98
1.618 65.19
2.618 62.29
4.250 57.56
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 71.33 72.59
PP 70.91 71.75
S1 70.49 70.91

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

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