NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 74.62 72.96 -1.66 -2.2% 75.55
High 75.36 72.96 -2.40 -3.2% 76.02
Low 72.28 69.69 -2.59 -3.6% 72.28
Close 72.89 70.37 -2.52 -3.5% 72.89
Range 3.08 3.27 0.19 6.2% 3.74
ATR 2.11 2.20 0.08 3.9% 0.00
Volume 27,721 35,780 8,059 29.1% 147,085
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.82 78.86 72.17
R3 77.55 75.59 71.27
R2 74.28 74.28 70.97
R1 72.32 72.32 70.67 71.67
PP 71.01 71.01 71.01 70.68
S1 69.05 69.05 70.07 68.40
S2 67.74 67.74 69.77
S3 64.47 65.78 69.47
S4 61.20 62.51 68.57
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 69.69 6.33 9.0% 2.51 3.6% 11% False True 30,405
10 76.50 69.69 6.81 9.7% 2.08 3.0% 10% False True 32,761
20 76.50 62.93 13.57 19.3% 2.17 3.1% 55% False False 35,948
40 76.50 54.92 21.58 30.7% 2.04 2.9% 72% False False 29,341
60 76.50 54.92 21.58 30.7% 2.12 3.0% 72% False False 25,777
80 76.50 48.00 28.50 40.5% 2.21 3.1% 78% False False 25,180
100 76.50 46.14 30.36 43.1% 2.21 3.1% 80% False False 24,113
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 0.28
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 86.86
2.618 81.52
1.618 78.25
1.000 76.23
0.618 74.98
HIGH 72.96
0.618 71.71
0.500 71.33
0.382 70.94
LOW 69.69
0.618 67.67
1.000 66.42
1.618 64.40
2.618 61.13
4.250 55.79
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 71.33 72.53
PP 71.01 71.81
S1 70.69 71.09

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

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