NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 71.22 70.14 -1.08 -1.5% 71.00
High 72.14 72.78 0.64 0.9% 72.14
Low 69.67 69.29 -0.38 -0.5% 67.22
Close 70.02 72.38 2.36 3.4% 70.02
Range 2.47 3.49 1.02 41.3% 4.92
ATR 2.42 2.50 0.08 3.2% 0.00
Volume 61,989 40,743 -21,246 -34.3% 274,870
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.95 80.66 74.30
R3 78.46 77.17 73.34
R2 74.97 74.97 73.02
R1 73.68 73.68 72.70 74.33
PP 71.48 71.48 71.48 71.81
S1 70.19 70.19 72.06 70.84
S2 67.99 67.99 71.74
S3 64.50 66.70 71.42
S4 61.01 63.21 70.46
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 72.78 67.22 5.56 7.7% 2.75 3.8% 93% True False 52,679
10 74.22 67.22 7.00 9.7% 2.73 3.8% 74% False False 47,464
20 74.66 66.87 7.79 10.8% 2.50 3.4% 71% False False 48,068
40 74.66 56.43 18.23 25.2% 2.30 3.2% 87% False False 35,165
60 74.66 51.96 22.70 31.4% 2.17 3.0% 90% False False 27,432
80 74.66 47.85 26.81 37.0% 2.16 3.0% 91% False False 22,942
100 74.66 44.19 30.47 42.1% 2.21 3.1% 93% False False 19,784
120 74.66 44.19 30.47 42.1% 2.15 3.0% 93% False False 17,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.61
2.618 81.92
1.618 78.43
1.000 76.27
0.618 74.94
HIGH 72.78
0.618 71.45
0.500 71.04
0.382 70.62
LOW 69.29
0.618 67.13
1.000 65.80
1.618 63.64
2.618 60.15
4.250 54.46
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 71.93 71.88
PP 71.48 71.38
S1 71.04 70.88

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

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