NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 68.86 70.06 1.20 1.7% 73.15
High 71.14 71.30 0.16 0.2% 74.84
Low 68.23 69.64 1.41 2.1% 71.07
Close 70.71 70.21 -0.50 -0.7% 71.64
Range 2.91 1.66 -1.25 -43.0% 3.77
ATR 2.25 2.20 -0.04 -1.9% 0.00
Volume 17,477 13,665 -3,812 -21.8% 61,630
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.36 74.45 71.12
R3 73.70 72.79 70.67
R2 72.04 72.04 70.51
R1 71.13 71.13 70.36 71.59
PP 70.38 70.38 70.38 70.61
S1 69.47 69.47 70.06 69.93
S2 68.72 68.72 69.91
S3 67.06 67.81 69.75
S4 65.40 66.15 69.30
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 74.27 68.23 6.04 8.6% 2.50 3.6% 33% False False 14,645
10 75.27 68.23 7.04 10.0% 2.25 3.2% 28% False False 14,110
20 75.27 64.63 10.64 15.2% 2.17 3.1% 52% False False 14,380
40 75.27 54.66 20.61 29.4% 1.93 2.8% 75% False False 11,951
60 75.27 53.00 22.27 31.7% 1.82 2.6% 77% False False 10,360
80 75.27 46.50 28.77 41.0% 1.81 2.6% 82% False False 9,258
100 75.27 45.06 30.21 43.0% 1.74 2.5% 83% False False 8,306
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.36
2.618 75.65
1.618 73.99
1.000 72.96
0.618 72.33
HIGH 71.30
0.618 70.67
0.500 70.47
0.382 70.27
LOW 69.64
0.618 68.61
1.000 67.98
1.618 66.95
2.618 65.29
4.250 62.59
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 70.47 70.11
PP 70.38 70.01
S1 70.30 69.92

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

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