NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 72.87 74.30 1.43 2.0% 71.05
High 74.05 74.34 0.29 0.4% 75.83
Low 72.16 73.00 0.84 1.2% 70.81
Close 73.97 73.97 0.00 0.0% 74.89
Range 1.89 1.34 -0.55 -29.1% 5.02
ATR 1.88 1.84 -0.04 -2.0% 0.00
Volume 8,022 8,991 969 12.1% 51,638
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.79 77.22 74.71
R3 76.45 75.88 74.34
R2 75.11 75.11 74.22
R1 74.54 74.54 74.09 74.16
PP 73.77 73.77 73.77 73.58
S1 73.20 73.20 73.85 72.82
S2 72.43 72.43 73.72
S3 71.09 71.86 73.60
S4 69.75 70.52 73.23
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 75.49 72.16 3.33 4.5% 1.84 2.5% 54% False False 7,428
10 75.83 70.81 5.02 6.8% 1.56 2.1% 63% False False 9,028
20 75.83 62.36 13.47 18.2% 1.63 2.2% 86% False False 8,959
40 75.83 54.20 21.63 29.2% 1.56 2.1% 91% False False 7,484
60 75.83 54.20 21.63 29.2% 1.46 2.0% 91% False False 6,506
80 75.83 47.48 28.35 38.3% 1.57 2.1% 93% False False 6,092
100 75.83 45.87 29.96 40.5% 1.53 2.1% 94% False False 5,508
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.04
2.618 77.85
1.618 76.51
1.000 75.68
0.618 75.17
HIGH 74.34
0.618 73.83
0.500 73.67
0.382 73.51
LOW 73.00
0.618 72.17
1.000 71.66
1.618 70.83
2.618 69.49
4.250 67.31
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 73.87 73.92
PP 73.77 73.87
S1 73.67 73.83

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

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