NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 68.06 69.28 1.22 1.8% 73.58
High 70.47 70.67 0.20 0.3% 74.22
Low 67.22 68.89 1.67 2.5% 70.29
Close 70.03 69.50 -0.53 -0.8% 70.88
Range 3.25 1.78 -1.47 -45.2% 3.93
ATR 2.44 2.39 -0.05 -1.9% 0.00
Volume 62,882 45,920 -16,962 -27.0% 196,574
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.03 74.04 70.48
R3 73.25 72.26 69.99
R2 71.47 71.47 69.83
R1 70.48 70.48 69.66 70.98
PP 69.69 69.69 69.69 69.93
S1 68.70 68.70 69.34 69.20
S2 67.91 67.91 69.17
S3 66.13 66.92 69.01
S4 64.35 65.14 68.52
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 73.61 67.22 6.39 9.2% 2.70 3.9% 36% False False 51,908
10 74.66 67.22 7.44 10.7% 2.46 3.5% 31% False False 48,932
20 74.66 64.10 10.56 15.2% 2.40 3.5% 51% False False 44,110
40 74.66 53.49 21.17 30.5% 2.23 3.2% 76% False False 32,303
60 74.66 51.96 22.70 32.7% 2.13 3.1% 77% False False 25,499
80 74.66 45.78 28.88 41.6% 2.14 3.1% 82% False False 21,342
100 74.66 44.19 30.47 43.8% 2.15 3.1% 83% False False 18,339
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.24
2.618 75.33
1.618 73.55
1.000 72.45
0.618 71.77
HIGH 70.67
0.618 69.99
0.500 69.78
0.382 69.57
LOW 68.89
0.618 67.79
1.000 67.11
1.618 66.01
2.618 64.23
4.250 61.33
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 69.78 69.40
PP 69.69 69.30
S1 69.59 69.20

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

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