NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 71.20 71.25 0.05 0.1% 75.55
High 72.52 73.45 0.93 1.3% 76.02
Low 70.72 71.25 0.53 0.7% 72.28
Close 71.44 72.98 1.54 2.2% 72.89
Range 1.80 2.20 0.40 22.2% 3.74
ATR 2.22 2.22 0.00 -0.1% 0.00
Volume 25,297 30,213 4,916 19.4% 147,085
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.16 78.27 74.19
R3 76.96 76.07 73.59
R2 74.76 74.76 73.38
R1 73.87 73.87 73.18 74.32
PP 72.56 72.56 72.56 72.78
S1 71.67 71.67 72.78 72.12
S2 70.36 70.36 72.58
S3 68.16 69.47 72.38
S4 65.96 67.27 71.77
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 8.2% 2.66 3.7% 60% False False 31,426
10 76.02 69.36 6.66 9.1% 2.35 3.2% 54% False False 31,787
20 76.50 67.85 8.65 11.9% 2.19 3.0% 59% False False 36,500
40 76.50 56.46 20.04 27.5% 2.07 2.8% 82% False False 30,343
60 76.50 54.92 21.58 29.6% 2.11 2.9% 84% False False 26,472
80 76.50 48.76 27.74 38.0% 2.19 3.0% 87% False False 25,515
100 76.50 46.14 30.36 41.6% 2.22 3.0% 88% False False 24,550
120 76.50 46.14 30.36 41.6% 2.29 3.1% 88% False False 23,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.80
2.618 79.21
1.618 77.01
1.000 75.65
0.618 74.81
HIGH 73.45
0.618 72.61
0.500 72.35
0.382 72.09
LOW 71.25
0.618 69.89
1.000 69.05
1.618 67.69
2.618 65.49
4.250 61.90
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 72.77 72.46
PP 72.56 71.93
S1 72.35 71.41

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

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