NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 64.77 66.48 1.71 2.6% 61.50
High 66.64 68.68 2.04 3.1% 66.64
Low 64.68 66.23 1.55 2.4% 59.53
Close 66.31 68.58 2.27 3.4% 66.31
Range 1.96 2.45 0.49 25.0% 7.11
ATR 2.33 2.33 0.01 0.4% 0.00
Volume 281,439 261,370 -20,069 -7.1% 996,755
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.18 74.33 69.93
R3 72.73 71.88 69.25
R2 70.28 70.28 69.03
R1 69.43 69.43 68.80 69.86
PP 67.83 67.83 67.83 68.04
S1 66.98 66.98 68.36 67.41
S2 65.38 65.38 68.13
S3 62.93 64.53 67.91
S4 60.48 62.08 67.23
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 85.49 83.01 70.22
R3 78.38 75.90 68.27
R2 71.27 71.27 67.61
R1 68.79 68.79 66.96 70.03
PP 64.16 64.16 64.16 64.78
S1 61.68 61.68 65.66 62.92
S2 57.05 57.05 65.01
S3 49.94 54.57 64.35
S4 42.83 47.46 62.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.68 59.53 9.15 13.3% 2.35 3.4% 99% True False 251,625
10 68.68 56.76 11.92 17.4% 2.28 3.3% 99% True False 240,401
20 68.68 54.05 14.63 21.3% 2.29 3.3% 99% True False 191,559
40 68.68 49.07 19.61 28.6% 2.34 3.4% 99% True False 129,343
60 68.68 46.25 22.43 32.7% 2.43 3.5% 100% True False 93,895
80 68.68 42.19 26.49 38.6% 2.48 3.6% 100% True False 74,641
100 68.68 42.19 26.49 38.6% 2.48 3.6% 100% True False 62,142
120 68.68 42.19 26.49 38.6% 2.63 3.8% 100% True False 53,021
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 75.09
1.618 72.64
1.000 71.13
0.618 70.19
HIGH 68.68
0.618 67.74
0.500 67.46
0.382 67.17
LOW 66.23
0.618 64.72
1.000 63.78
1.618 62.27
2.618 59.82
4.250 55.82
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 68.21 67.63
PP 67.83 66.67
S1 67.46 65.72

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

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