NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 74.88 74.62 -0.26 -0.3% 75.55
High 74.96 75.36 0.40 0.5% 76.02
Low 73.51 72.28 -1.23 -1.7% 72.28
Close 74.47 72.89 -1.58 -2.1% 72.89
Range 1.45 3.08 1.63 112.4% 3.74
ATR 2.04 2.11 0.07 3.6% 0.00
Volume 29,660 27,721 -1,939 -6.5% 147,085
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.75 80.90 74.58
R3 79.67 77.82 73.74
R2 76.59 76.59 73.45
R1 74.74 74.74 73.17 74.13
PP 73.51 73.51 73.51 73.20
S1 71.66 71.66 72.61 71.05
S2 70.43 70.43 72.33
S3 67.35 68.58 72.04
S4 64.27 65.50 71.20
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.95 82.66 74.95
R3 81.21 78.92 73.92
R2 77.47 77.47 73.58
R1 75.18 75.18 73.23 74.46
PP 73.73 73.73 73.73 73.37
S1 71.44 71.44 72.55 70.72
S2 69.99 69.99 72.20
S3 66.25 67.70 71.86
S4 62.51 63.96 70.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.02 72.28 3.74 5.1% 2.34 3.2% 16% False True 29,417
10 76.50 71.32 5.18 7.1% 1.96 2.7% 30% False False 33,847
20 76.50 62.93 13.57 18.6% 2.07 2.8% 73% False False 35,234
40 76.50 54.92 21.58 29.6% 2.02 2.8% 83% False False 28,974
60 76.50 54.92 21.58 29.6% 2.09 2.9% 83% False False 25,666
80 76.50 48.00 28.50 39.1% 2.20 3.0% 87% False False 25,088
100 76.50 46.14 30.36 41.7% 2.21 3.0% 88% False False 23,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 88.45
2.618 83.42
1.618 80.34
1.000 78.44
0.618 77.26
HIGH 75.36
0.618 74.18
0.500 73.82
0.382 73.46
LOW 72.28
0.618 70.38
1.000 69.20
1.618 67.30
2.618 64.22
4.250 59.19
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 73.82 73.82
PP 73.51 73.51
S1 73.20 73.20

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

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