NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 72.43 72.20 -0.23 -0.3% 67.71
High 72.63 72.35 -0.28 -0.4% 73.23
Low 70.80 69.58 -1.22 -1.7% 67.31
Close 72.04 70.62 -1.42 -2.0% 72.04
Range 1.83 2.77 0.94 51.4% 5.92
ATR 2.34 2.37 0.03 1.3% 0.00
Volume 314,790 224,601 -90,189 -28.7% 1,559,767
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.16 77.66 72.14
R3 76.39 74.89 71.38
R2 73.62 73.62 71.13
R1 72.12 72.12 70.87 71.49
PP 70.85 70.85 70.85 70.53
S1 69.35 69.35 70.37 68.72
S2 68.08 68.08 70.11
S3 65.31 66.58 69.86
S4 62.54 63.81 69.10
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.62 86.25 75.30
R3 82.70 80.33 73.67
R2 76.78 76.78 73.13
R1 74.41 74.41 72.58 75.60
PP 70.86 70.86 70.86 71.45
S1 68.49 68.49 71.50 69.68
S2 64.94 64.94 70.95
S3 59.02 62.57 70.41
S4 53.10 56.65 68.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.23 68.43 4.80 6.8% 2.03 2.9% 46% False False 298,360
10 73.23 64.95 8.28 11.7% 2.38 3.4% 68% False False 291,234
20 73.23 56.76 16.47 23.3% 2.33 3.3% 84% False False 265,818
40 73.23 49.07 24.16 34.2% 2.33 3.3% 89% False False 188,429
60 73.23 49.07 24.16 34.2% 2.34 3.3% 89% False False 139,098
80 73.23 42.80 30.43 43.1% 2.45 3.5% 91% False False 109,047
100 73.23 42.19 31.04 44.0% 2.45 3.5% 92% False False 90,042
120 73.23 42.19 31.04 44.0% 2.55 3.6% 92% False False 76,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 84.12
2.618 79.60
1.618 76.83
1.000 75.12
0.618 74.06
HIGH 72.35
0.618 71.29
0.500 70.97
0.382 70.64
LOW 69.58
0.618 67.87
1.000 66.81
1.618 65.10
2.618 62.33
4.250 57.81
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 70.97 71.41
PP 70.85 71.14
S1 70.74 70.88

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

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