NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 75.55 73.76 -1.79 -2.4% 72.28
High 75.56 76.02 0.46 0.6% 76.50
Low 73.10 73.21 0.11 0.2% 71.32
Close 74.15 73.80 -0.35 -0.5% 75.47
Range 2.46 2.81 0.35 14.2% 5.18
ATR 2.04 2.10 0.05 2.7% 0.00
Volume 30,839 24,895 -5,944 -19.3% 191,387
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.77 81.10 75.35
R3 79.96 78.29 74.57
R2 77.15 77.15 74.32
R1 75.48 75.48 74.06 76.32
PP 74.34 74.34 74.34 74.76
S1 72.67 72.67 73.54 73.51
S2 71.53 71.53 73.28
S3 68.72 69.86 73.03
S4 65.91 67.05 72.25
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 73.10 3.40 4.6% 1.97 2.7% 21% False False 33,974
10 76.50 69.35 7.15 9.7% 2.14 2.9% 62% False False 40,453
20 76.50 62.42 14.08 19.1% 2.00 2.7% 81% False False 33,759
40 76.50 54.92 21.58 29.2% 1.97 2.7% 87% False False 28,183
60 76.50 54.92 21.58 29.2% 2.08 2.8% 87% False False 25,320
80 76.50 47.81 28.69 38.9% 2.20 3.0% 91% False False 24,659
100 76.50 46.14 30.36 41.1% 2.23 3.0% 91% False False 23,806
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 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.96
2.618 83.38
1.618 80.57
1.000 78.83
0.618 77.76
HIGH 76.02
0.618 74.95
0.500 74.62
0.382 74.28
LOW 73.21
0.618 71.47
1.000 70.40
1.618 68.66
2.618 65.85
4.250 61.27
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 74.62 74.56
PP 74.34 74.31
S1 74.07 74.05

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

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