NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 72.22 73.50 1.28 1.8% 70.64
High 73.45 73.81 0.36 0.5% 75.27
Low 71.40 72.34 0.94 1.3% 69.75
Close 73.34 73.37 0.03 0.0% 74.24
Range 2.05 1.47 -0.58 -28.3% 5.52
ATR 2.07 2.03 -0.04 -2.1% 0.00
Volume 13,295 16,585 3,290 24.7% 81,490
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.58 76.95 74.18
R3 76.11 75.48 73.77
R2 74.64 74.64 73.64
R1 74.01 74.01 73.50 73.59
PP 73.17 73.17 73.17 72.97
S1 72.54 72.54 73.24 72.12
S2 71.70 71.70 73.10
S3 70.23 71.07 72.97
S4 68.76 69.60 72.56
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 74.84 71.40 3.44 4.7% 1.96 2.7% 57% False False 13,278
10 75.27 69.75 5.52 7.5% 1.84 2.5% 66% False False 14,504
20 75.27 61.75 13.52 18.4% 1.96 2.7% 86% False False 13,517
40 75.27 53.00 22.27 30.4% 1.79 2.4% 91% False False 11,295
60 75.27 53.00 22.27 30.4% 1.74 2.4% 91% False False 9,800
80 75.27 46.50 28.77 39.2% 1.76 2.4% 93% False False 8,878
100 75.27 45.06 30.21 41.2% 1.68 2.3% 94% False False 7,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.06
2.618 77.66
1.618 76.19
1.000 75.28
0.618 74.72
HIGH 73.81
0.618 73.25
0.500 73.08
0.382 72.90
LOW 72.34
0.618 71.43
1.000 70.87
1.618 69.96
2.618 68.49
4.250 66.09
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 73.27 73.29
PP 73.17 73.20
S1 73.08 73.12

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

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