NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 74.86 75.65 0.79 1.1% 72.28
High 76.50 75.96 -0.54 -0.7% 76.50
Low 74.75 74.39 -0.36 -0.5% 71.32
Close 76.12 75.47 -0.65 -0.9% 75.47
Range 1.75 1.57 -0.18 -10.3% 5.18
ATR 2.03 2.01 -0.02 -1.1% 0.00
Volume 42,900 41,379 -1,521 -3.5% 191,387
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.98 79.30 76.33
R3 78.41 77.73 75.90
R2 76.84 76.84 75.76
R1 76.16 76.16 75.61 75.72
PP 75.27 75.27 75.27 75.05
S1 74.59 74.59 75.33 74.15
S2 73.70 73.70 75.18
S3 72.13 73.02 75.04
S4 70.56 71.45 74.61
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 89.97 87.90 78.32
R3 84.79 82.72 76.89
R2 79.61 79.61 76.42
R1 77.54 77.54 75.94 78.58
PP 74.43 74.43 74.43 74.95
S1 72.36 72.36 75.00 73.40
S2 69.25 69.25 74.52
S3 64.07 67.18 74.05
S4 58.89 62.00 72.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.50 71.32 5.18 6.9% 1.57 2.1% 80% False False 38,277
10 76.50 69.35 7.15 9.5% 2.02 2.7% 86% False False 41,540
20 76.50 60.66 15.84 21.0% 1.99 2.6% 93% False False 33,594
40 76.50 54.92 21.58 28.6% 1.95 2.6% 95% False False 27,405
60 76.50 54.92 21.58 28.6% 2.08 2.8% 95% False False 25,250
80 76.50 46.14 30.36 40.2% 2.20 2.9% 97% False False 24,629
100 76.50 46.14 30.36 40.2% 2.22 2.9% 97% False False 23,730
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.63
2.618 80.07
1.618 78.50
1.000 77.53
0.618 76.93
HIGH 75.96
0.618 75.36
0.500 75.18
0.382 74.99
LOW 74.39
0.618 73.42
1.000 72.82
1.618 71.85
2.618 70.28
4.250 67.72
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 75.37 75.39
PP 75.27 75.31
S1 75.18 75.23

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

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