NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 66.09 68.73 2.64 4.0% 66.48
High 69.60 70.32 0.72 1.0% 70.32
Low 65.92 67.54 1.62 2.5% 64.95
Close 68.81 68.44 -0.37 -0.5% 68.44
Range 3.68 2.78 -0.90 -24.5% 5.37
ATR 2.49 2.51 0.02 0.8% 0.00
Volume 322,365 304,674 -17,691 -5.5% 1,389,350
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.11 75.55 69.97
R3 74.33 72.77 69.20
R2 71.55 71.55 68.95
R1 69.99 69.99 68.69 69.38
PP 68.77 68.77 68.77 68.46
S1 67.21 67.21 68.19 66.60
S2 65.99 65.99 67.93
S3 63.21 64.43 67.68
S4 60.43 61.65 66.91
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.01 81.60 71.39
R3 78.64 76.23 69.92
R2 73.27 73.27 69.42
R1 70.86 70.86 68.93 72.07
PP 67.90 67.90 67.90 68.51
S1 65.49 65.49 67.95 66.70
S2 62.53 62.53 67.46
S3 57.16 60.12 66.96
S4 51.79 54.75 65.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.32 64.95 5.37 7.8% 2.89 4.2% 65% True False 277,870
10 70.32 59.53 10.79 15.8% 2.52 3.7% 83% True False 262,351
20 70.32 56.74 13.58 19.8% 2.44 3.6% 86% True False 224,653
40 70.32 49.07 21.25 31.0% 2.34 3.4% 91% True False 153,279
60 70.32 46.25 24.07 35.2% 2.46 3.6% 92% True False 111,200
80 70.32 42.19 28.13 41.1% 2.50 3.6% 93% True False 88,037
100 70.32 42.19 28.13 41.1% 2.50 3.6% 93% True False 72,960
120 70.32 42.19 28.13 41.1% 2.61 3.8% 93% True False 62,202
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.14
2.618 77.60
1.618 74.82
1.000 73.10
0.618 72.04
HIGH 70.32
0.618 69.26
0.500 68.93
0.382 68.60
LOW 67.54
0.618 65.82
1.000 64.76
1.618 63.04
2.618 60.26
4.250 55.73
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 68.93 68.17
PP 68.77 67.90
S1 68.60 67.64

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

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