NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 68.04 68.25 0.21 0.3% 61.50
High 69.05 68.95 -0.10 -0.1% 66.64
Low 67.50 64.95 -2.55 -3.8% 59.53
Close 68.55 66.12 -2.43 -3.5% 66.31
Range 1.55 4.00 2.45 158.1% 7.11
ATR 2.28 2.40 0.12 5.4% 0.00
Volume 234,080 266,861 32,781 14.0% 996,755
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.67 76.40 68.32
R3 74.67 72.40 67.22
R2 70.67 70.67 66.85
R1 68.40 68.40 66.49 67.54
PP 66.67 66.67 66.67 66.24
S1 64.40 64.40 65.75 63.54
S2 62.67 62.67 65.39
S3 58.67 60.40 65.02
S4 54.67 56.40 63.92
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 69.05 62.75 6.30 9.5% 2.53 3.8% 53% False False 261,127
10 69.05 59.53 9.52 14.4% 2.31 3.5% 69% False False 251,920
20 69.05 55.10 13.95 21.1% 2.39 3.6% 79% False False 207,555
40 69.05 49.07 19.98 30.2% 2.34 3.5% 85% False False 139,955
60 69.05 46.25 22.80 34.5% 2.44 3.7% 87% False False 101,645
80 69.05 42.19 26.86 40.6% 2.49 3.8% 89% False False 80,558
100 69.05 42.19 26.86 40.6% 2.46 3.7% 89% False False 66,915
120 69.05 42.19 26.86 40.6% 2.63 4.0% 89% False False 57,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 85.95
2.618 79.42
1.618 75.42
1.000 72.95
0.618 71.42
HIGH 68.95
0.618 67.42
0.500 66.95
0.382 66.48
LOW 64.95
0.618 62.48
1.000 60.95
1.618 58.48
2.618 54.48
4.250 47.95
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 66.95 67.00
PP 66.67 66.71
S1 66.40 66.41

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

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