NYMEX Light Sweet Crude Oil Future September 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 73.58 71.82 -1.76 -2.4% 69.86
High 73.58 74.22 0.64 0.9% 74.66
Low 71.12 71.32 0.20 0.3% 68.60
Close 72.15 71.96 -0.19 -0.3% 73.56
Range 2.46 2.90 0.44 17.9% 6.06
ATR 2.21 2.26 0.05 2.2% 0.00
Volume 37,541 27,090 -10,451 -27.8% 290,190
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.20 79.48 73.56
R3 78.30 76.58 72.76
R2 75.40 75.40 72.49
R1 73.68 73.68 72.23 74.54
PP 72.50 72.50 72.50 72.93
S1 70.78 70.78 71.69 71.64
S2 69.60 69.60 71.43
S3 66.70 67.88 71.16
S4 63.80 64.98 70.37
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 71.12 3.54 4.9% 2.03 2.8% 24% False False 51,154
10 74.66 66.87 7.79 10.8% 2.40 3.3% 65% False False 48,997
20 74.66 60.40 14.26 19.8% 2.18 3.0% 81% False False 36,877
40 74.66 51.96 22.70 31.5% 2.11 2.9% 88% False False 27,027
60 74.66 51.96 22.70 31.5% 2.03 2.8% 88% False False 21,347
80 74.66 45.32 29.34 40.8% 2.15 3.0% 91% False False 18,310
100 74.66 44.19 30.47 42.3% 2.13 3.0% 91% False False 15,681
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 0.42
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.55
2.618 81.81
1.618 78.91
1.000 77.12
0.618 76.01
HIGH 74.22
0.618 73.11
0.500 72.77
0.382 72.43
LOW 71.32
0.618 69.53
1.000 68.42
1.618 66.63
2.618 63.73
4.250 59.00
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 72.77 72.67
PP 72.50 72.43
S1 72.23 72.20

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

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