NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 68.73 67.71 -1.02 -1.5% 66.48
High 70.32 68.95 -1.37 -1.9% 70.32
Low 67.54 67.31 -0.23 -0.3% 64.95
Close 68.44 68.09 -0.35 -0.5% 68.44
Range 2.78 1.64 -1.14 -41.0% 5.37
ATR 2.51 2.45 -0.06 -2.5% 0.00
Volume 304,674 292,567 -12,107 -4.0% 1,389,350
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 73.04 72.20 68.99
R3 71.40 70.56 68.54
R2 69.76 69.76 68.39
R1 68.92 68.92 68.24 69.34
PP 68.12 68.12 68.12 68.33
S1 67.28 67.28 67.94 67.70
S2 66.48 66.48 67.79
S3 64.84 65.64 67.64
S4 63.20 64.00 67.19
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 7.9% 2.73 4.0% 58% False False 284,109
10 70.32 59.53 10.79 15.8% 2.54 3.7% 79% False False 267,867
20 70.32 56.74 13.58 19.9% 2.40 3.5% 84% False False 230,452
40 70.32 49.07 21.25 31.2% 2.32 3.4% 90% False False 158,484
60 70.32 47.02 23.30 34.2% 2.42 3.6% 90% False False 115,661
80 70.32 42.19 28.13 41.3% 2.50 3.7% 92% False False 91,547
100 70.32 42.19 28.13 41.3% 2.48 3.6% 92% False False 75,803
120 70.32 42.19 28.13 41.3% 2.60 3.8% 92% False False 64,560
Crabel Price Patterns
NR True
NR4 True
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.92
2.618 73.24
1.618 71.60
1.000 70.59
0.618 69.96
HIGH 68.95
0.618 68.32
0.500 68.13
0.382 67.94
LOW 67.31
0.618 66.30
1.000 65.67
1.618 64.66
2.618 63.02
4.250 60.34
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 68.13 68.12
PP 68.12 68.11
S1 68.10 68.10

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

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