NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 72.20 70.31 -1.89 -2.6% 67.71
High 72.35 72.77 0.42 0.6% 73.23
Low 69.58 69.80 0.22 0.3% 67.31
Close 70.62 70.47 -0.15 -0.2% 72.04
Range 2.77 2.97 0.20 7.2% 5.92
ATR 2.37 2.41 0.04 1.8% 0.00
Volume 224,601 242,211 17,610 7.8% 1,559,767
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.92 78.17 72.10
R3 76.95 75.20 71.29
R2 73.98 73.98 71.01
R1 72.23 72.23 70.74 73.11
PP 71.01 71.01 71.01 71.45
S1 69.26 69.26 70.20 70.14
S2 68.04 68.04 69.93
S3 65.07 66.29 69.65
S4 62.10 63.32 68.84
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 69.58 3.65 5.2% 2.17 3.1% 24% False False 288,946
10 73.23 64.95 8.28 11.7% 2.52 3.6% 67% False False 292,047
20 73.23 58.93 14.30 20.3% 2.32 3.3% 81% False False 269,755
40 73.23 49.07 24.16 34.3% 2.31 3.3% 89% False False 193,331
60 73.23 49.07 24.16 34.3% 2.36 3.4% 89% False False 142,719
80 73.23 43.42 29.81 42.3% 2.46 3.5% 91% False False 111,840
100 73.23 42.19 31.04 44.0% 2.46 3.5% 91% False False 92,325
120 73.23 42.19 31.04 44.0% 2.55 3.6% 91% False False 78,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 85.39
2.618 80.55
1.618 77.58
1.000 75.74
0.618 74.61
HIGH 72.77
0.618 71.64
0.500 71.29
0.382 70.93
LOW 69.80
0.618 67.96
1.000 66.83
1.618 64.99
2.618 62.02
4.250 57.18
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 71.29 71.18
PP 71.01 70.94
S1 70.74 70.71

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

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