NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 74.55 73.15 -1.40 -1.9% 70.64
High 74.76 73.80 -0.96 -1.3% 75.27
Low 73.26 71.88 -1.38 -1.9% 69.75
Close 74.24 72.86 -1.38 -1.9% 74.24
Range 1.50 1.92 0.42 28.0% 5.52
ATR 1.98 2.01 0.03 1.4% 0.00
Volume 17,423 11,416 -6,007 -34.5% 81,490
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.61 77.65 73.92
R3 76.69 75.73 73.39
R2 74.77 74.77 73.21
R1 73.81 73.81 73.04 73.33
PP 72.85 72.85 72.85 72.61
S1 71.89 71.89 72.68 71.41
S2 70.93 70.93 72.51
S3 69.01 69.97 72.33
S4 67.09 68.05 71.80
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 89.65 87.46 77.28
R3 84.13 81.94 75.76
R2 78.61 78.61 75.25
R1 76.42 76.42 74.75 77.52
PP 73.09 73.09 73.09 73.63
S1 70.90 70.90 73.73 72.00
S2 67.57 67.57 73.23
S3 62.05 65.38 72.72
S4 56.53 59.86 71.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.27 71.38 3.89 5.3% 1.54 2.1% 38% False False 14,845
10 75.27 67.85 7.42 10.2% 2.01 2.8% 68% False False 15,618
20 75.27 59.26 16.01 22.0% 1.94 2.7% 85% False False 12,798
40 75.27 53.00 22.27 30.6% 1.78 2.4% 89% False False 10,881
60 75.27 53.00 22.27 30.6% 1.70 2.3% 89% False False 9,508
80 75.27 45.81 29.46 40.4% 1.75 2.4% 92% False False 8,541
100 75.27 45.06 30.21 41.5% 1.68 2.3% 92% False False 7,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.96
2.618 78.83
1.618 76.91
1.000 75.72
0.618 74.99
HIGH 73.80
0.618 73.07
0.500 72.84
0.382 72.61
LOW 71.88
0.618 70.69
1.000 69.96
1.618 68.77
2.618 66.85
4.250 63.72
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 72.85 73.58
PP 72.85 73.34
S1 72.84 73.10

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

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