NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 70.51 71.46 0.95 1.3% 66.48
High 71.79 73.23 1.44 2.0% 70.32
Low 70.43 71.32 0.89 1.3% 64.95
Close 71.33 72.68 1.35 1.9% 68.44
Range 1.36 1.91 0.55 40.4% 5.37
ATR 2.41 2.38 -0.04 -1.5% 0.00
Volume 316,884 346,248 29,364 9.3% 1,389,350
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.14 77.32 73.73
R3 76.23 75.41 73.21
R2 74.32 74.32 73.03
R1 73.50 73.50 72.86 73.91
PP 72.41 72.41 72.41 72.62
S1 71.59 71.59 72.50 72.00
S2 70.50 70.50 72.33
S3 68.59 69.68 72.15
S4 66.68 67.77 71.63
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 73.23 67.31 5.92 8.1% 1.99 2.7% 91% True False 309,930
10 73.23 64.68 8.55 11.8% 2.36 3.2% 94% True False 291,576
20 73.23 56.74 16.49 22.7% 2.36 3.2% 97% True False 254,685
40 73.23 49.07 24.16 33.2% 2.28 3.1% 98% True False 177,389
60 73.23 49.07 24.16 33.2% 2.37 3.3% 98% True False 130,807
80 73.23 42.19 31.04 42.7% 2.46 3.4% 98% True False 102,762
100 73.23 42.19 31.04 42.7% 2.45 3.4% 98% True False 84,919
120 73.23 42.19 31.04 42.7% 2.55 3.5% 98% True False 72,367
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.35
2.618 78.23
1.618 76.32
1.000 75.14
0.618 74.41
HIGH 73.23
0.618 72.50
0.500 72.28
0.382 72.05
LOW 71.32
0.618 70.14
1.000 69.41
1.618 68.23
2.618 66.32
4.250 63.20
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 72.55 72.06
PP 72.41 71.45
S1 72.28 70.83

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

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