NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 71.60 71.06 -0.54 -0.8% 71.60
High 73.42 71.35 -2.07 -2.8% 72.83
Low 70.29 68.20 -2.09 -3.0% 68.23
Close 71.08 68.65 -2.43 -3.4% 70.76
Range 3.13 3.15 0.02 0.6% 4.60
ATR 2.50 2.54 0.05 1.9% 0.00
Volume 22,912 26,570 3,658 16.0% 80,936
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.85 76.90 70.38
R3 75.70 73.75 69.52
R2 72.55 72.55 69.23
R1 70.60 70.60 68.94 70.00
PP 69.40 69.40 69.40 69.10
S1 67.45 67.45 68.36 66.85
S2 66.25 66.25 68.07
S3 63.10 64.30 67.78
S4 59.95 61.15 66.92
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 68.20 6.65 9.7% 3.26 4.7% 7% False True 19,931
10 74.85 68.20 6.65 9.7% 2.97 4.3% 7% False True 17,091
20 75.27 68.20 7.07 10.3% 2.40 3.5% 6% False True 15,798
40 75.27 59.20 16.07 23.4% 2.18 3.2% 59% False False 13,511
60 75.27 53.00 22.27 32.4% 1.98 2.9% 70% False False 11,511
80 75.27 48.64 26.63 38.8% 1.92 2.8% 75% False False 10,248
100 75.27 45.06 30.21 44.0% 1.86 2.7% 78% False False 9,260
120 75.27 45.06 30.21 44.0% 1.77 2.6% 78% False False 8,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.74
2.618 79.60
1.618 76.45
1.000 74.50
0.618 73.30
HIGH 71.35
0.618 70.15
0.500 69.78
0.382 69.40
LOW 68.20
0.618 66.25
1.000 65.05
1.618 63.10
2.618 59.95
4.250 54.81
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 69.78 71.53
PP 69.40 70.57
S1 69.03 69.61

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

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