NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 70.31 70.26 -0.05 -0.1% 67.71
High 72.77 71.28 -1.49 -2.0% 73.23
Low 69.80 69.00 -0.80 -1.1% 67.31
Close 70.47 71.03 0.56 0.8% 72.04
Range 2.97 2.28 -0.69 -23.2% 5.92
ATR 2.41 2.40 -0.01 -0.4% 0.00
Volume 242,211 266,350 24,139 10.0% 1,559,767
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.28 76.43 72.28
R3 75.00 74.15 71.66
R2 72.72 72.72 71.45
R1 71.87 71.87 71.24 72.30
PP 70.44 70.44 70.44 70.65
S1 69.59 69.59 70.82 70.02
S2 68.16 68.16 70.61
S3 65.88 67.31 70.40
S4 63.60 65.03 69.78
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 69.00 4.23 6.0% 2.35 3.3% 48% False True 278,840
10 73.23 65.92 7.31 10.3% 2.35 3.3% 70% False False 291,996
20 73.23 59.53 13.70 19.3% 2.33 3.3% 84% False False 271,958
40 73.23 49.55 23.68 33.3% 2.31 3.2% 91% False False 198,451
60 73.23 49.07 24.16 34.0% 2.36 3.3% 91% False False 146,884
80 73.23 43.69 29.54 41.6% 2.45 3.5% 93% False False 115,019
100 73.23 42.19 31.04 43.7% 2.44 3.4% 93% False False 94,856
120 73.23 42.19 31.04 43.7% 2.55 3.6% 93% False False 80,800
Crabel Price Patterns
NR True
NR4 False
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.97
2.618 77.25
1.618 74.97
1.000 73.56
0.618 72.69
HIGH 71.28
0.618 70.41
0.500 70.14
0.382 69.87
LOW 69.00
0.618 67.59
1.000 66.72
1.618 65.31
2.618 63.03
4.250 59.31
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 70.73 70.98
PP 70.44 70.93
S1 70.14 70.89

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

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