NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 71.53 70.30 -1.23 -1.7% 71.00
High 72.74 70.70 -2.04 -2.8% 72.14
Low 69.47 67.29 -2.18 -3.1% 67.22
Close 70.27 67.74 -2.53 -3.6% 70.02
Range 3.27 3.41 0.14 4.3% 4.92
ATR 2.68 2.73 0.05 1.9% 0.00
Volume 96,310 80,383 -15,927 -16.5% 274,870
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.81 76.68 69.62
R3 75.40 73.27 68.68
R2 71.99 71.99 68.37
R1 69.86 69.86 68.05 69.22
PP 68.58 68.58 68.58 68.26
S1 66.45 66.45 67.43 65.81
S2 65.17 65.17 67.11
S3 61.76 63.04 66.80
S4 58.35 59.63 65.86
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 67.29 6.96 10.3% 3.41 5.0% 6% False True 66,880
10 74.25 67.22 7.03 10.4% 3.18 4.7% 7% False False 59,225
20 74.66 67.22 7.44 11.0% 2.62 3.9% 7% False False 53,883
40 74.66 58.36 16.30 24.1% 2.43 3.6% 58% False False 39,698
60 74.66 51.96 22.70 33.5% 2.25 3.3% 70% False False 30,701
80 74.66 47.85 26.81 39.6% 2.22 3.3% 74% False False 25,382
100 74.66 44.19 30.47 45.0% 2.26 3.3% 77% False False 21,972
120 74.66 44.19 30.47 45.0% 2.19 3.2% 77% False False 18,992
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.19
2.618 79.63
1.618 76.22
1.000 74.11
0.618 72.81
HIGH 70.70
0.618 69.40
0.500 69.00
0.382 68.59
LOW 67.29
0.618 65.18
1.000 63.88
1.618 61.77
2.618 58.36
4.250 52.80
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 69.00 70.77
PP 68.58 69.76
S1 68.16 68.75

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

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