NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 70.20 71.20 1.00 1.4% 75.55
High 72.33 72.52 0.19 0.3% 76.02
Low 69.36 70.72 1.36 2.0% 72.28
Close 71.87 71.44 -0.43 -0.6% 72.89
Range 2.97 1.80 -1.17 -39.4% 3.74
ATR 2.25 2.22 -0.03 -1.4% 0.00
Volume 38,120 25,297 -12,823 -33.6% 147,085
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.96 76.00 72.43
R3 75.16 74.20 71.94
R2 73.36 73.36 71.77
R1 72.40 72.40 71.61 72.88
PP 71.56 71.56 71.56 71.80
S1 70.60 70.60 71.28 71.08
S2 69.76 69.76 71.11
S3 67.96 68.80 70.95
S4 66.16 67.00 70.45
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 75.36 69.36 6.00 8.4% 2.51 3.5% 35% False False 31,315
10 76.50 69.36 7.14 10.0% 2.31 3.2% 29% False False 33,056
20 76.50 65.66 10.84 15.2% 2.22 3.1% 53% False False 36,612
40 76.50 55.70 20.80 29.1% 2.06 2.9% 76% False False 29,932
60 76.50 54.92 21.58 30.2% 2.12 3.0% 77% False False 26,356
80 76.50 48.00 28.50 39.9% 2.19 3.1% 82% False False 25,365
100 76.50 46.14 30.36 42.5% 2.22 3.1% 83% False False 24,428
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 False
Stretch 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.17
2.618 77.23
1.618 75.43
1.000 74.32
0.618 73.63
HIGH 72.52
0.618 71.83
0.500 71.62
0.382 71.41
LOW 70.72
0.618 69.61
1.000 68.92
1.618 67.81
2.618 66.01
4.250 63.07
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 71.62 71.35
PP 71.56 71.25
S1 71.50 71.16

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

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