NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 74.55 72.00 -2.55 -3.4% 73.89
High 74.55 72.00 -2.55 -3.4% 75.49
Low 71.86 69.10 -2.76 -3.8% 71.86
Close 72.33 69.77 -2.56 -3.5% 72.33
Range 2.69 2.90 0.21 7.8% 3.63
ATR 1.90 1.99 0.10 5.0% 0.00
Volume 6,405 9,111 2,706 42.2% 34,919
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.99 77.28 71.37
R3 76.09 74.38 70.57
R2 73.19 73.19 70.30
R1 71.48 71.48 70.04 70.89
PP 70.29 70.29 70.29 69.99
S1 68.58 68.58 69.50 67.99
S2 67.39 67.39 69.24
S3 64.49 65.68 68.97
S4 61.59 62.78 68.18
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.12 81.85 74.33
R3 80.49 78.22 73.33
R2 76.86 76.86 73.00
R1 74.59 74.59 72.66 73.91
PP 73.23 73.23 73.23 72.89
S1 70.96 70.96 72.00 70.28
S2 69.60 69.60 71.66
S3 65.97 67.33 71.33
S4 62.34 63.70 70.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.49 69.10 6.39 9.2% 2.32 3.3% 10% False True 7,315
10 75.83 69.10 6.73 9.6% 1.83 2.6% 10% False True 8,225
20 75.83 62.36 13.47 19.3% 1.79 2.6% 55% False False 9,174
40 75.83 54.20 21.63 31.0% 1.63 2.3% 72% False False 7,640
60 75.83 54.20 21.63 31.0% 1.52 2.2% 72% False False 6,571
80 75.83 47.48 28.35 40.6% 1.59 2.3% 79% False False 6,123
100 75.83 45.87 29.96 42.9% 1.56 2.2% 80% False False 5,592
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 0.29
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 84.33
2.618 79.59
1.618 76.69
1.000 74.90
0.618 73.79
HIGH 72.00
0.618 70.89
0.500 70.55
0.382 70.21
LOW 69.10
0.618 67.31
1.000 66.20
1.618 64.41
2.618 61.51
4.250 56.78
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 70.55 71.83
PP 70.29 71.14
S1 70.03 70.46

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

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