NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 71.80 70.63 -1.17 -1.6% 71.60
High 72.83 73.47 0.64 0.9% 72.83
Low 70.44 70.10 -0.34 -0.5% 68.23
Close 70.76 73.09 2.33 3.3% 70.76
Range 2.39 3.37 0.98 41.0% 4.60
ATR 2.23 2.31 0.08 3.7% 0.00
Volume 22,334 12,748 -9,586 -42.9% 80,936
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.33 81.08 74.94
R3 78.96 77.71 74.02
R2 75.59 75.59 73.71
R1 74.34 74.34 73.40 74.97
PP 72.22 72.22 72.22 72.53
S1 70.97 70.97 72.78 71.60
S2 68.85 68.85 72.47
S3 65.48 67.60 72.16
S4 62.11 64.23 71.24
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.41 82.18 73.29
R3 79.81 77.58 72.03
R2 75.21 75.21 71.60
R1 72.98 72.98 71.18 71.80
PP 70.61 70.61 70.61 70.01
S1 68.38 68.38 70.34 67.20
S2 66.01 66.01 69.92
S3 61.41 63.78 69.50
S4 56.81 59.18 68.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.47 68.23 5.24 7.2% 2.54 3.5% 93% True False 16,169
10 74.84 68.23 6.61 9.0% 2.55 3.5% 74% False False 14,389
20 75.27 67.85 7.42 10.2% 2.28 3.1% 71% False False 15,004
40 75.27 58.40 16.87 23.1% 2.02 2.8% 87% False False 12,663
60 75.27 53.00 22.27 30.5% 1.89 2.6% 90% False False 10,815
80 75.27 48.64 26.63 36.4% 1.85 2.5% 92% False False 9,714
100 75.27 45.06 30.21 41.3% 1.80 2.5% 93% False False 8,724
120 75.27 45.06 30.21 41.3% 1.71 2.3% 93% False False 7,806
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 0.49
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 87.79
2.618 82.29
1.618 78.92
1.000 76.84
0.618 75.55
HIGH 73.47
0.618 72.18
0.500 71.79
0.382 71.39
LOW 70.10
0.618 68.02
1.000 66.73
1.618 64.65
2.618 61.28
4.250 55.78
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 72.66 72.64
PP 72.22 72.19
S1 71.79 71.74

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

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