NYMEX Light Sweet Crude Oil Future September 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 72.74 71.00 -1.74 -2.4% 73.58
High 73.61 71.17 -2.44 -3.3% 74.22
Low 70.29 67.55 -2.74 -3.9% 70.29
Close 70.88 68.32 -2.56 -3.6% 70.88
Range 3.32 3.62 0.30 9.0% 3.93
ATR 2.28 2.38 0.10 4.2% 0.00
Volume 44,965 52,217 7,252 16.1% 196,574
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.87 77.72 70.31
R3 76.25 74.10 69.32
R2 72.63 72.63 68.98
R1 70.48 70.48 68.65 69.75
PP 69.01 69.01 69.01 68.65
S1 66.86 66.86 67.99 66.13
S2 65.39 65.39 67.66
S3 61.77 63.24 67.32
S4 58.15 59.62 66.33
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 67.55 6.67 9.8% 2.71 4.0% 12% False True 42,250
10 74.66 67.55 7.11 10.4% 2.26 3.3% 11% False True 48,644
20 74.66 61.03 13.63 20.0% 2.36 3.5% 53% False False 41,200
40 74.66 51.96 22.70 33.2% 2.20 3.2% 72% False False 30,284
60 74.66 51.96 22.70 33.2% 2.11 3.1% 72% False False 23,878
80 74.66 45.78 28.88 42.3% 2.16 3.2% 78% False False 20,214
100 74.66 44.19 30.47 44.6% 2.13 3.1% 79% False False 17,318
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 0.41
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 86.56
2.618 80.65
1.618 77.03
1.000 74.79
0.618 73.41
HIGH 71.17
0.618 69.79
0.500 69.36
0.382 68.93
LOW 67.55
0.618 65.31
1.000 63.93
1.618 61.69
2.618 58.07
4.250 52.17
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 69.36 70.58
PP 69.01 69.83
S1 68.67 69.07

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

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