NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 75.65 75.55 -0.10 -0.1% 72.28
High 75.96 75.56 -0.40 -0.5% 76.50
Low 74.39 73.10 -1.29 -1.7% 71.32
Close 75.47 74.15 -1.32 -1.7% 75.47
Range 1.57 2.46 0.89 56.7% 5.18
ATR 2.01 2.04 0.03 1.6% 0.00
Volume 41,379 30,839 -10,540 -25.5% 191,387
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.65 80.36 75.50
R3 79.19 77.90 74.83
R2 76.73 76.73 74.60
R1 75.44 75.44 74.38 74.86
PP 74.27 74.27 74.27 73.98
S1 72.98 72.98 73.92 72.40
S2 71.81 71.81 73.70
S3 69.35 70.52 73.47
S4 66.89 68.06 72.80
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 72.95 3.55 4.8% 1.66 2.2% 34% False False 35,118
10 76.50 69.35 7.15 9.6% 2.04 2.8% 67% False False 40,977
20 76.50 60.77 15.73 21.2% 1.99 2.7% 85% False False 33,931
40 76.50 54.92 21.58 29.1% 1.98 2.7% 89% False False 27,890
60 76.50 54.92 21.58 29.1% 2.06 2.8% 89% False False 25,360
80 76.50 47.19 29.31 39.5% 2.19 2.9% 92% False False 24,721
100 76.50 46.14 30.36 40.9% 2.23 3.0% 92% False False 23,793
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 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.02
2.618 82.00
1.618 79.54
1.000 78.02
0.618 77.08
HIGH 75.56
0.618 74.62
0.500 74.33
0.382 74.04
LOW 73.10
0.618 71.58
1.000 70.64
1.618 69.12
2.618 66.66
4.250 62.65
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 74.33 74.80
PP 74.27 74.58
S1 74.21 74.37

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

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