NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 71.35 69.89 -1.46 -2.0% 72.20
High 72.30 69.89 -2.41 -3.3% 72.77
Low 68.90 66.25 -2.65 -3.8% 68.90
Close 69.55 66.93 -2.62 -3.8% 69.55
Range 3.40 3.64 0.24 7.1% 3.87
ATR 2.42 2.51 0.09 3.6% 0.00
Volume 178,851 115,712 -63,139 -35.3% 1,177,597
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.61 76.41 68.93
R3 74.97 72.77 67.93
R2 71.33 71.33 67.60
R1 69.13 69.13 67.26 68.41
PP 67.69 67.69 67.69 67.33
S1 65.49 65.49 66.60 64.77
S2 64.05 64.05 66.26
S3 60.41 61.85 65.93
S4 56.77 58.21 64.93
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.02 79.65 71.68
R3 78.15 75.78 70.61
R2 74.28 74.28 70.26
R1 71.91 71.91 69.90 71.16
PP 70.41 70.41 70.41 70.03
S1 68.04 68.04 69.20 67.29
S2 66.54 66.54 68.84
S3 62.67 64.17 68.49
S4 58.80 60.30 67.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.77 66.25 6.52 9.7% 2.76 4.1% 10% False True 213,741
10 73.23 66.25 6.98 10.4% 2.40 3.6% 10% False True 256,050
20 73.23 59.53 13.70 20.5% 2.47 3.7% 54% False False 261,959
40 73.23 49.55 23.68 35.4% 2.38 3.6% 73% False False 205,297
60 73.23 49.07 24.16 36.1% 2.42 3.6% 74% False False 154,952
80 73.23 44.27 28.96 43.3% 2.46 3.7% 78% False False 121,328
100 73.23 42.19 31.04 46.4% 2.44 3.6% 80% False False 100,049
120 73.23 42.19 31.04 46.4% 2.55 3.8% 80% False False 85,328
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 0.39
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 85.36
2.618 79.42
1.618 75.78
1.000 73.53
0.618 72.14
HIGH 69.89
0.618 68.50
0.500 68.07
0.382 67.64
LOW 66.25
0.618 64.00
1.000 62.61
1.618 60.36
2.618 56.72
4.250 50.78
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 68.07 69.28
PP 67.69 68.49
S1 67.31 67.71

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

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