NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 72.37 71.53 -0.84 -1.2% 71.00
High 74.25 72.74 -1.51 -2.0% 72.14
Low 69.82 69.47 -0.35 -0.5% 67.22
Close 70.84 70.27 -0.57 -0.8% 70.02
Range 4.43 3.27 -1.16 -26.2% 4.92
ATR 2.63 2.68 0.05 1.7% 0.00
Volume 54,979 96,310 41,331 75.2% 274,870
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.64 78.72 72.07
R3 77.37 75.45 71.17
R2 74.10 74.10 70.87
R1 72.18 72.18 70.57 71.51
PP 70.83 70.83 70.83 70.49
S1 68.91 68.91 69.97 68.24
S2 67.56 67.56 69.67
S3 64.29 65.64 69.37
S4 61.02 62.37 68.47
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 68.97 5.28 7.5% 3.28 4.7% 25% False False 61,176
10 74.25 67.22 7.03 10.0% 2.99 4.3% 43% False False 56,542
20 74.66 67.22 7.44 10.6% 2.62 3.7% 41% False False 52,771
40 74.66 57.70 16.96 24.1% 2.40 3.4% 74% False False 38,073
60 74.66 51.96 22.70 32.3% 2.22 3.2% 81% False False 29,518
80 74.66 47.85 26.81 38.2% 2.20 3.1% 84% False False 24,534
100 74.66 44.19 30.47 43.4% 2.24 3.2% 86% False False 21,220
120 74.66 44.19 30.47 43.4% 2.17 3.1% 86% False False 18,355
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 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.64
2.618 81.30
1.618 78.03
1.000 76.01
0.618 74.76
HIGH 72.74
0.618 71.49
0.500 71.11
0.382 70.72
LOW 69.47
0.618 67.45
1.000 66.20
1.618 64.18
2.618 60.91
4.250 55.57
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 71.11 71.77
PP 70.83 71.27
S1 70.55 70.77

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

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