NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 73.55 71.60 -1.95 -2.7% 73.15
High 74.27 71.60 -2.67 -3.6% 74.84
Low 71.07 68.33 -2.74 -3.9% 71.07
Close 71.64 69.07 -2.57 -3.6% 71.64
Range 3.20 3.27 0.07 2.2% 3.77
ATR 2.11 2.20 0.09 4.1% 0.00
Volume 12,659 12,839 180 1.4% 61,630
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.48 77.54 70.87
R3 76.21 74.27 69.97
R2 72.94 72.94 69.67
R1 71.00 71.00 69.37 70.34
PP 69.67 69.67 69.67 69.33
S1 67.73 67.73 68.77 67.07
S2 66.40 66.40 68.47
S3 63.13 64.46 68.17
S4 59.86 61.19 67.27
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 68.33 6.51 9.4% 2.57 3.7% 11% False True 12,610
10 75.27 68.33 6.94 10.0% 2.05 3.0% 11% False True 13,727
20 75.27 61.75 13.52 19.6% 2.14 3.1% 54% False False 13,809
40 75.27 53.00 22.27 32.2% 1.90 2.8% 72% False False 11,555
60 75.27 53.00 22.27 32.2% 1.81 2.6% 72% False False 10,012
80 75.27 46.50 28.77 41.7% 1.78 2.6% 78% False False 9,024
100 75.27 45.06 30.21 43.7% 1.72 2.5% 79% False False 8,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 85.50
2.618 80.16
1.618 76.89
1.000 74.87
0.618 73.62
HIGH 71.60
0.618 70.35
0.500 69.97
0.382 69.58
LOW 68.33
0.618 66.31
1.000 65.06
1.618 63.04
2.618 59.77
4.250 54.43
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 69.97 71.30
PP 69.67 70.56
S1 69.37 69.81

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

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