NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 67.71 68.69 0.98 1.4% 66.48
High 68.95 70.69 1.74 2.5% 70.32
Low 67.31 68.43 1.12 1.7% 64.95
Close 68.09 70.01 1.92 2.8% 68.44
Range 1.64 2.26 0.62 37.8% 5.37
ATR 2.45 2.46 0.01 0.4% 0.00
Volume 292,567 289,278 -3,289 -1.1% 1,389,350
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.49 75.51 71.25
R3 74.23 73.25 70.63
R2 71.97 71.97 70.42
R1 70.99 70.99 70.22 71.48
PP 69.71 69.71 69.71 69.96
S1 68.73 68.73 69.80 69.22
S2 67.45 67.45 69.60
S3 65.19 66.47 69.39
S4 62.93 64.21 68.77
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 70.69 64.95 5.74 8.2% 2.87 4.1% 88% True False 295,149
10 70.69 62.19 8.50 12.1% 2.46 3.5% 92% True False 278,164
20 70.69 56.74 13.95 19.9% 2.42 3.5% 95% True False 237,470
40 70.69 49.07 21.62 30.9% 2.30 3.3% 97% True False 163,973
60 70.69 47.02 23.67 33.8% 2.42 3.5% 97% True False 120,233
80 70.69 42.19 28.50 40.7% 2.51 3.6% 98% True False 94,962
100 70.69 42.19 28.50 40.7% 2.48 3.5% 98% True False 78,549
120 70.69 42.19 28.50 40.7% 2.58 3.7% 98% True False 66,932
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.30
2.618 76.61
1.618 74.35
1.000 72.95
0.618 72.09
HIGH 70.69
0.618 69.83
0.500 69.56
0.382 69.29
LOW 68.43
0.618 67.03
1.000 66.17
1.618 64.77
2.618 62.51
4.250 58.83
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 69.86 69.67
PP 69.71 69.34
S1 69.56 69.00

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

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