NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 70.45 70.93 0.48 0.7% 73.89
High 71.92 72.86 0.94 1.3% 75.49
Low 70.44 70.93 0.49 0.7% 71.86
Close 70.86 72.44 1.58 2.2% 72.33
Range 1.48 1.93 0.45 30.4% 3.63
ATR 2.01 2.01 0.00 0.0% 0.00
Volume 5,560 7,673 2,113 38.0% 34,919
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.87 77.08 73.50
R3 75.94 75.15 72.97
R2 74.01 74.01 72.79
R1 73.22 73.22 72.62 73.62
PP 72.08 72.08 72.08 72.27
S1 71.29 71.29 72.26 71.69
S2 70.15 70.15 72.09
S3 68.22 69.36 71.91
S4 66.29 67.43 71.38
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 74.55 68.78 5.77 8.0% 2.35 3.2% 63% False False 7,263
10 75.49 68.78 6.71 9.3% 2.10 2.9% 55% False False 7,345
20 75.83 67.84 7.99 11.0% 1.80 2.5% 58% False False 9,140
40 75.83 55.83 20.00 27.6% 1.69 2.3% 83% False False 7,788
60 75.83 54.20 21.63 29.9% 1.54 2.1% 84% False False 6,704
80 75.83 49.00 26.83 37.0% 1.61 2.2% 87% False False 6,206
100 75.83 45.87 29.96 41.4% 1.60 2.2% 89% False False 5,729
120 75.83 45.87 29.96 41.4% 1.56 2.2% 89% False False 5,285
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.06
2.618 77.91
1.618 75.98
1.000 74.79
0.618 74.05
HIGH 72.86
0.618 72.12
0.500 71.90
0.382 71.67
LOW 70.93
0.618 69.74
1.000 69.00
1.618 67.81
2.618 65.88
4.250 62.73
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 72.26 71.90
PP 72.08 71.36
S1 71.90 70.82

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

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