NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 70.14 72.37 2.23 3.2% 71.00
High 72.78 74.25 1.47 2.0% 72.14
Low 69.29 69.82 0.53 0.8% 67.22
Close 72.38 70.84 -1.54 -2.1% 70.02
Range 3.49 4.43 0.94 26.9% 4.92
ATR 2.50 2.63 0.14 5.5% 0.00
Volume 40,743 54,979 14,236 34.9% 274,870
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.93 82.31 73.28
R3 80.50 77.88 72.06
R2 76.07 76.07 71.65
R1 73.45 73.45 71.25 72.55
PP 71.64 71.64 71.64 71.18
S1 69.02 69.02 70.43 68.12
S2 67.21 67.21 70.03
S3 62.78 64.59 69.62
S4 58.35 60.16 68.40
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 74.25 68.89 5.36 7.6% 2.98 4.2% 36% True False 51,098
10 74.25 67.22 7.03 9.9% 2.88 4.1% 51% True False 50,253
20 74.66 66.87 7.79 11.0% 2.64 3.7% 51% False False 49,625
40 74.66 57.70 16.96 23.9% 2.35 3.3% 77% False False 36,221
60 74.66 51.96 22.70 32.0% 2.21 3.1% 83% False False 28,096
80 74.66 47.85 26.81 37.8% 2.20 3.1% 86% False False 23,453
100 74.66 44.19 30.47 43.0% 2.24 3.2% 87% False False 20,297
120 74.66 44.19 30.47 43.0% 2.16 3.0% 87% False False 17,582
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 0.79
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 85.85
1.618 81.42
1.000 78.68
0.618 76.99
HIGH 74.25
0.618 72.56
0.500 72.04
0.382 71.51
LOW 69.82
0.618 67.08
1.000 65.39
1.618 62.65
2.618 58.22
4.250 50.99
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 72.04 71.77
PP 71.64 71.46
S1 71.24 71.15

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

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