NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 70.63 73.00 2.37 3.4% 71.60
High 73.47 74.85 1.38 1.9% 72.83
Low 70.10 70.60 0.50 0.7% 68.23
Close 73.09 71.60 -1.49 -2.0% 70.76
Range 3.37 4.25 0.88 26.1% 4.60
ATR 2.31 2.45 0.14 6.0% 0.00
Volume 12,748 15,091 2,343 18.4% 80,936
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 85.10 82.60 73.94
R3 80.85 78.35 72.77
R2 76.60 76.60 72.38
R1 74.10 74.10 71.99 73.23
PP 72.35 72.35 72.35 71.91
S1 69.85 69.85 71.21 68.98
S2 68.10 68.10 70.82
S3 63.85 65.60 70.43
S4 59.60 61.35 69.26
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 74.85 69.64 5.21 7.3% 2.81 3.9% 38% True False 15,691
10 74.85 68.23 6.62 9.2% 2.70 3.8% 51% True False 15,131
20 75.27 67.85 7.42 10.4% 2.42 3.4% 51% False False 15,242
40 75.27 58.66 16.61 23.2% 2.09 2.9% 78% False False 12,814
60 75.27 53.00 22.27 31.1% 1.94 2.7% 84% False False 10,888
80 75.27 48.64 26.63 37.2% 1.89 2.6% 86% False False 9,808
100 75.27 45.06 30.21 42.2% 1.83 2.6% 88% False False 8,852
120 75.27 45.06 30.21 42.2% 1.73 2.4% 88% False False 7,907
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 0.63
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 92.91
2.618 85.98
1.618 81.73
1.000 79.10
0.618 77.48
HIGH 74.85
0.618 73.23
0.500 72.73
0.382 72.22
LOW 70.60
0.618 67.97
1.000 66.35
1.618 63.72
2.618 59.47
4.250 52.54
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 72.73 72.48
PP 72.35 72.18
S1 71.98 71.89

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

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