NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 74.00 72.79 -1.21 -1.6% 72.00
High 74.99 73.91 -1.08 -1.4% 73.32
Low 71.25 70.97 -0.28 -0.4% 68.78
Close 72.20 71.78 -0.42 -0.6% 71.38
Range 3.74 2.94 -0.80 -21.4% 4.54
ATR 2.23 2.28 0.05 2.3% 0.00
Volume 6,499 8,863 2,364 36.4% 38,270
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.04 79.35 73.40
R3 78.10 76.41 72.59
R2 75.16 75.16 72.32
R1 73.47 73.47 72.05 72.85
PP 72.22 72.22 72.22 71.91
S1 70.53 70.53 71.51 69.91
S2 69.28 69.28 71.24
S3 66.34 67.59 70.97
S4 63.40 64.65 70.16
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 70.74 4.25 5.9% 2.82 3.9% 24% False False 7,573
10 74.99 68.78 6.21 8.7% 2.53 3.5% 48% False False 7,550
20 75.83 68.78 7.05 9.8% 2.09 2.9% 43% False False 8,719
40 75.83 59.95 15.88 22.1% 1.86 2.6% 74% False False 7,950
60 75.83 54.20 21.63 30.1% 1.66 2.3% 81% False False 6,828
80 75.83 49.00 26.83 37.4% 1.68 2.3% 85% False False 6,358
100 75.83 45.87 29.96 41.7% 1.68 2.3% 86% False False 5,931
120 75.83 45.87 29.96 41.7% 1.60 2.2% 86% False False 5,461
Crabel Price Patterns
NR True
NR4 False
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.41
2.618 81.61
1.618 78.67
1.000 76.85
0.618 75.73
HIGH 73.91
0.618 72.79
0.500 72.44
0.382 72.09
LOW 70.97
0.618 69.15
1.000 68.03
1.618 66.21
2.618 63.27
4.250 58.48
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 72.44 72.87
PP 72.22 72.50
S1 72.00 72.14

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

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