NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 70.26 70.82 0.56 0.8% 67.71
High 71.28 71.75 0.47 0.7% 73.23
Low 69.00 70.22 1.22 1.8% 67.31
Close 71.03 71.37 0.34 0.5% 72.04
Range 2.28 1.53 -0.75 -32.9% 5.92
ATR 2.40 2.34 -0.06 -2.6% 0.00
Volume 266,350 265,584 -766 -0.3% 1,559,767
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.70 75.07 72.21
R3 74.17 73.54 71.79
R2 72.64 72.64 71.65
R1 72.01 72.01 71.51 72.33
PP 71.11 71.11 71.11 71.27
S1 70.48 70.48 71.23 70.80
S2 69.58 69.58 71.09
S3 68.05 68.95 70.95
S4 66.52 67.42 70.53
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 72.77 69.00 3.77 5.3% 2.28 3.2% 63% False False 262,707
10 73.23 67.31 5.92 8.3% 2.13 3.0% 69% False False 286,318
20 73.23 59.53 13.70 19.2% 2.29 3.2% 86% False False 272,602
40 73.23 49.55 23.68 33.2% 2.31 3.2% 92% False False 202,584
60 73.23 49.07 24.16 33.9% 2.37 3.3% 92% False False 150,858
80 73.23 44.27 28.96 40.6% 2.45 3.4% 94% False False 118,159
100 73.23 42.19 31.04 43.5% 2.43 3.4% 94% False False 97,392
120 73.23 42.19 31.04 43.5% 2.54 3.6% 94% False False 82,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.25
2.618 75.76
1.618 74.23
1.000 73.28
0.618 72.70
HIGH 71.75
0.618 71.17
0.500 70.99
0.382 70.80
LOW 70.22
0.618 69.27
1.000 68.69
1.618 67.74
2.618 66.21
4.250 63.72
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 71.24 71.21
PP 71.11 71.05
S1 70.99 70.89

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

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