NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 69.25 71.22 1.97 2.8% 71.00
High 71.72 72.14 0.42 0.6% 72.14
Low 68.97 69.67 0.70 1.0% 67.22
Close 71.08 70.02 -1.06 -1.5% 70.02
Range 2.75 2.47 -0.28 -10.2% 4.92
ATR 2.42 2.42 0.00 0.2% 0.00
Volume 51,862 61,989 10,127 19.5% 274,870
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.02 76.49 71.38
R3 75.55 74.02 70.70
R2 73.08 73.08 70.47
R1 71.55 71.55 70.25 71.08
PP 70.61 70.61 70.61 70.38
S1 69.08 69.08 69.79 68.61
S2 68.14 68.14 69.57
S3 65.67 66.61 69.34
S4 63.20 64.14 68.66
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.55 82.21 72.73
R3 79.63 77.29 71.37
R2 74.71 74.71 70.92
R1 72.37 72.37 70.47 71.08
PP 69.79 69.79 69.79 69.15
S1 67.45 67.45 69.57 66.16
S2 64.87 64.87 69.12
S3 59.95 62.53 68.67
S4 55.03 57.61 67.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.14 67.22 4.92 7.0% 2.77 4.0% 57% True False 54,974
10 74.22 67.22 7.00 10.0% 2.63 3.7% 40% False False 47,144
20 74.66 66.87 7.79 11.1% 2.44 3.5% 40% False False 47,040
40 74.66 53.76 20.90 29.8% 2.29 3.3% 78% False False 34,450
60 74.66 51.96 22.70 32.4% 2.16 3.1% 80% False False 26,966
80 74.66 47.85 26.81 38.3% 2.14 3.1% 83% False False 22,561
100 74.66 44.19 30.47 43.5% 2.19 3.1% 85% False False 19,410
120 74.66 44.19 30.47 43.5% 2.13 3.0% 85% False False 16,840
Crabel Price Patterns
NR True
NR4 False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.64
2.618 78.61
1.618 76.14
1.000 74.61
0.618 73.67
HIGH 72.14
0.618 71.20
0.500 70.91
0.382 70.61
LOW 69.67
0.618 68.14
1.000 67.20
1.618 65.67
2.618 63.20
4.250 59.17
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 70.91 70.52
PP 70.61 70.35
S1 70.32 70.19

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

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