NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 73.50 73.55 0.05 0.1% 73.15
High 73.81 74.27 0.46 0.6% 74.84
Low 72.34 71.07 -1.27 -1.8% 71.07
Close 73.37 71.64 -1.73 -2.4% 71.64
Range 1.47 3.20 1.73 117.7% 3.77
ATR 2.03 2.11 0.08 4.1% 0.00
Volume 16,585 12,659 -3,926 -23.7% 61,630
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.93 79.98 73.40
R3 78.73 76.78 72.52
R2 75.53 75.53 72.23
R1 73.58 73.58 71.93 72.96
PP 72.33 72.33 72.33 72.01
S1 70.38 70.38 71.35 69.76
S2 69.13 69.13 71.05
S3 65.93 67.18 70.76
S4 62.73 63.98 69.88
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.83 81.50 73.71
R3 80.06 77.73 72.68
R2 76.29 76.29 72.33
R1 73.96 73.96 71.99 73.24
PP 72.52 72.52 72.52 72.16
S1 70.19 70.19 71.29 69.47
S2 68.75 68.75 70.95
S3 64.98 66.42 70.60
S4 61.21 62.65 69.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.84 71.07 3.77 5.3% 2.30 3.2% 15% False True 12,326
10 75.27 69.75 5.52 7.7% 1.91 2.7% 34% False False 14,312
20 75.27 61.75 13.52 18.9% 2.04 2.8% 73% False False 13,615
40 75.27 53.00 22.27 31.1% 1.85 2.6% 84% False False 11,376
60 75.27 53.00 22.27 31.1% 1.77 2.5% 84% False False 9,883
80 75.27 46.50 28.77 40.2% 1.77 2.5% 87% False False 8,945
100 75.27 45.06 30.21 42.2% 1.70 2.4% 88% False False 7,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 87.87
2.618 82.65
1.618 79.45
1.000 77.47
0.618 76.25
HIGH 74.27
0.618 73.05
0.500 72.67
0.382 72.29
LOW 71.07
0.618 69.09
1.000 67.87
1.618 65.89
2.618 62.69
4.250 57.47
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 72.67 72.67
PP 72.33 72.33
S1 71.98 71.98

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

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