NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 73.40 74.88 1.48 2.0% 72.28
High 74.58 74.96 0.38 0.5% 76.50
Low 72.66 73.51 0.85 1.2% 71.32
Close 74.50 74.47 -0.03 0.0% 75.47
Range 1.92 1.45 -0.47 -24.5% 5.18
ATR 2.08 2.04 -0.05 -2.2% 0.00
Volume 33,970 29,660 -4,310 -12.7% 191,387
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.66 78.02 75.27
R3 77.21 76.57 74.87
R2 75.76 75.76 74.74
R1 75.12 75.12 74.60 74.72
PP 74.31 74.31 74.31 74.11
S1 73.67 73.67 74.34 73.27
S2 72.86 72.86 74.20
S3 71.41 72.22 74.07
S4 69.96 70.77 73.67
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 76.02 72.66 3.36 4.5% 2.04 2.7% 54% False False 32,148
10 76.50 71.32 5.18 7.0% 1.89 2.5% 61% False False 35,832
20 76.50 62.93 13.57 18.2% 1.99 2.7% 85% False False 35,177
40 76.50 54.92 21.58 29.0% 1.97 2.7% 91% False False 28,799
60 76.50 54.92 21.58 29.0% 2.07 2.8% 91% False False 25,624
80 76.50 48.00 28.50 38.3% 2.19 2.9% 93% False False 25,008
100 76.50 46.14 30.36 40.8% 2.20 3.0% 93% False False 23,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.12
2.618 78.76
1.618 77.31
1.000 76.41
0.618 75.86
HIGH 74.96
0.618 74.41
0.500 74.24
0.382 74.06
LOW 73.51
0.618 72.61
1.000 72.06
1.618 71.16
2.618 69.71
4.250 67.35
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 74.39 74.43
PP 74.31 74.38
S1 74.24 74.34

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

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