NYMEX Light Sweet Crude Oil Future September 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 73.91 73.58 -0.33 -0.4% 69.86
High 74.21 73.58 -0.63 -0.8% 74.66
Low 72.44 71.12 -1.32 -1.8% 68.60
Close 73.56 72.15 -1.41 -1.9% 73.56
Range 1.77 2.46 0.69 39.0% 6.06
ATR 2.19 2.21 0.02 0.9% 0.00
Volume 64,259 37,541 -26,718 -41.6% 290,190
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.66 78.37 73.50
R3 77.20 75.91 72.83
R2 74.74 74.74 72.60
R1 73.45 73.45 72.38 72.87
PP 72.28 72.28 72.28 71.99
S1 70.99 70.99 71.92 70.41
S2 69.82 69.82 71.70
S3 67.36 68.53 71.47
S4 64.90 66.07 70.80
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 90.45 88.07 76.89
R3 84.39 82.01 75.23
R2 78.33 78.33 74.67
R1 75.95 75.95 74.12 77.14
PP 72.27 72.27 72.27 72.87
S1 69.89 69.89 73.00 71.08
S2 66.21 66.21 72.45
S3 60.15 63.83 71.89
S4 54.09 57.77 70.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.66 70.31 4.35 6.0% 1.82 2.5% 42% False False 55,038
10 74.66 66.87 7.79 10.8% 2.27 3.1% 68% False False 48,672
20 74.66 58.36 16.30 22.6% 2.18 3.0% 85% False False 36,450
40 74.66 51.96 22.70 31.5% 2.11 2.9% 89% False False 26,485
60 74.66 51.96 22.70 31.5% 2.01 2.8% 89% False False 21,050
80 74.66 44.76 29.90 41.4% 2.14 3.0% 92% False False 18,033
100 74.66 44.19 30.47 42.2% 2.12 2.9% 92% False False 15,452
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 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.04
2.618 80.02
1.618 77.56
1.000 76.04
0.618 75.10
HIGH 73.58
0.618 72.64
0.500 72.35
0.382 72.06
LOW 71.12
0.618 69.60
1.000 68.66
1.618 67.14
2.618 64.68
4.250 60.67
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 72.35 72.89
PP 72.28 72.64
S1 72.22 72.40

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

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