NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 72.49 72.74 0.25 0.3% 73.58
High 73.17 73.61 0.44 0.6% 74.22
Low 71.64 70.29 -1.35 -1.9% 70.29
Close 72.69 70.88 -1.81 -2.5% 70.88
Range 1.53 3.32 1.79 117.0% 3.93
ATR 2.20 2.28 0.08 3.6% 0.00
Volume 53,560 44,965 -8,595 -16.0% 196,574
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.55 79.54 72.71
R3 78.23 76.22 71.79
R2 74.91 74.91 71.49
R1 72.90 72.90 71.18 72.25
PP 71.59 71.59 71.59 71.27
S1 69.58 69.58 70.58 68.93
S2 68.27 68.27 70.27
S3 64.95 66.26 69.97
S4 61.63 62.94 69.05
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.59 81.16 73.04
R3 79.66 77.23 71.96
R2 75.73 75.73 71.60
R1 73.30 73.30 71.24 72.55
PP 71.80 71.80 71.80 71.42
S1 69.37 69.37 70.52 68.62
S2 67.87 67.87 70.16
S3 63.94 65.44 69.80
S4 60.01 61.51 68.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.22 70.29 3.93 5.5% 2.48 3.5% 15% False True 39,314
10 74.66 68.60 6.06 8.5% 2.12 3.0% 38% False False 48,676
20 74.66 61.03 13.63 19.2% 2.25 3.2% 72% False False 39,846
40 74.66 51.96 22.70 32.0% 2.17 3.1% 83% False False 29,310
60 74.66 51.96 22.70 32.0% 2.07 2.9% 83% False False 23,113
80 74.66 45.78 28.88 40.7% 2.16 3.0% 87% False False 19,663
100 74.66 44.19 30.47 43.0% 2.11 3.0% 88% False False 16,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 87.72
2.618 82.30
1.618 78.98
1.000 76.93
0.618 75.66
HIGH 73.61
0.618 72.34
0.500 71.95
0.382 71.56
LOW 70.29
0.618 68.24
1.000 66.97
1.618 64.92
2.618 61.60
4.250 56.18
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 71.95 71.95
PP 71.59 71.59
S1 71.24 71.24

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

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