NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 75.00 73.89 -1.11 -1.5% 71.05
High 75.18 74.51 -0.67 -0.9% 75.83
Low 73.94 72.57 -1.37 -1.9% 70.81
Close 74.89 73.54 -1.35 -1.8% 74.89
Range 1.24 1.94 0.70 56.5% 5.02
ATR 1.77 1.81 0.04 2.2% 0.00
Volume 8,629 7,451 -1,178 -13.7% 51,638
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.36 78.39 74.61
R3 77.42 76.45 74.07
R2 75.48 75.48 73.90
R1 74.51 74.51 73.72 74.03
PP 73.54 73.54 73.54 73.30
S1 72.57 72.57 73.36 72.09
S2 71.60 71.60 73.18
S3 69.66 70.63 73.01
S4 67.72 68.69 72.47
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.90 86.92 77.65
R3 83.88 81.90 76.27
R2 78.86 78.86 75.81
R1 76.88 76.88 75.35 77.87
PP 73.84 73.84 73.84 74.34
S1 71.86 71.86 74.43 72.85
S2 68.82 68.82 73.97
S3 63.80 66.84 73.51
S4 58.78 61.82 72.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.83 72.42 3.41 4.6% 1.34 1.8% 33% False False 9,134
10 75.83 68.79 7.04 9.6% 1.61 2.2% 67% False False 10,500
20 75.83 60.06 15.77 21.4% 1.61 2.2% 85% False False 8,531
40 75.83 54.20 21.63 29.4% 1.52 2.1% 89% False False 7,221
60 75.83 54.20 21.63 29.4% 1.43 1.9% 89% False False 6,428
80 75.83 46.74 29.09 39.6% 1.56 2.1% 92% False False 5,961
100 75.83 45.87 29.96 40.7% 1.51 2.1% 92% False False 5,420
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 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.76
2.618 79.59
1.618 77.65
1.000 76.45
0.618 75.71
HIGH 74.51
0.618 73.77
0.500 73.54
0.382 73.31
LOW 72.57
0.618 71.37
1.000 70.63
1.618 69.43
2.618 67.49
4.250 64.33
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 73.54 74.20
PP 73.54 73.98
S1 73.54 73.76

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

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