NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 71.22 74.00 2.78 3.9% 72.00
High 74.02 74.99 0.97 1.3% 73.32
Low 70.74 71.25 0.51 0.7% 68.78
Close 73.65 72.20 -1.45 -2.0% 71.38
Range 3.28 3.74 0.46 14.0% 4.54
ATR 2.11 2.23 0.12 5.5% 0.00
Volume 6,472 6,499 27 0.4% 38,270
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.03 81.86 74.26
R3 80.29 78.12 73.23
R2 76.55 76.55 72.89
R1 74.38 74.38 72.54 73.60
PP 72.81 72.81 72.81 72.42
S1 70.64 70.64 71.86 69.86
S2 69.07 69.07 71.51
S3 65.33 66.90 71.17
S4 61.59 63.16 70.14
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.78 82.62 73.88
R3 80.24 78.08 72.63
R2 75.70 75.70 72.21
R1 73.54 73.54 71.80 72.35
PP 71.16 71.16 71.16 70.57
S1 69.00 69.00 70.96 67.81
S2 66.62 66.62 70.55
S3 62.08 64.46 70.13
S4 57.54 59.92 68.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.99 70.44 4.55 6.3% 2.53 3.5% 39% True False 6,912
10 74.99 68.78 6.21 8.6% 2.42 3.4% 55% True False 7,465
20 75.83 68.78 7.05 9.8% 2.07 2.9% 49% False False 8,726
40 75.83 59.80 16.03 22.2% 1.81 2.5% 77% False False 7,922
60 75.83 54.20 21.63 30.0% 1.63 2.3% 83% False False 6,743
80 75.83 49.00 26.83 37.2% 1.67 2.3% 86% False False 6,290
100 75.83 45.87 29.96 41.5% 1.67 2.3% 88% False False 5,883
120 75.83 45.87 29.96 41.5% 1.58 2.2% 88% False False 5,414
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 0.36
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 90.89
2.618 84.78
1.618 81.04
1.000 78.73
0.618 77.30
HIGH 74.99
0.618 73.56
0.500 73.12
0.382 72.68
LOW 71.25
0.618 68.94
1.000 67.51
1.618 65.20
2.618 61.46
4.250 55.36
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 73.12 72.87
PP 72.81 72.64
S1 72.51 72.42

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

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