NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 69.28 69.25 -0.03 0.0% 73.58
High 70.67 71.72 1.05 1.5% 74.22
Low 68.89 68.97 0.08 0.1% 70.29
Close 69.50 71.08 1.58 2.3% 70.88
Range 1.78 2.75 0.97 54.5% 3.93
ATR 2.39 2.42 0.03 1.1% 0.00
Volume 45,920 51,862 5,942 12.9% 196,574
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.84 77.71 72.59
R3 76.09 74.96 71.84
R2 73.34 73.34 71.58
R1 72.21 72.21 71.33 72.78
PP 70.59 70.59 70.59 70.87
S1 69.46 69.46 70.83 70.03
S2 67.84 67.84 70.58
S3 65.09 66.71 70.32
S4 62.34 63.96 69.57
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 9.0% 2.94 4.1% 60% False False 51,569
10 74.22 67.22 7.00 9.8% 2.56 3.6% 55% False False 47,371
20 74.66 66.22 8.44 11.9% 2.40 3.4% 58% False False 45,576
40 74.66 53.57 21.09 29.7% 2.26 3.2% 83% False False 33,305
60 74.66 51.96 22.70 31.9% 2.13 3.0% 84% False False 26,242
80 74.66 47.25 27.41 38.6% 2.15 3.0% 87% False False 21,914
100 74.66 44.19 30.47 42.9% 2.17 3.0% 88% False False 18,825
120 74.66 44.19 30.47 42.9% 2.13 3.0% 88% False False 16,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.41
2.618 78.92
1.618 76.17
1.000 74.47
0.618 73.42
HIGH 71.72
0.618 70.67
0.500 70.35
0.382 70.02
LOW 68.97
0.618 67.27
1.000 66.22
1.618 64.52
2.618 61.77
4.250 57.28
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 70.84 70.54
PP 70.59 70.01
S1 70.35 69.47

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

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