NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 73.03 71.87 -1.16 -1.6% 72.96
High 73.91 74.50 0.59 0.8% 73.91
Low 71.57 71.30 -0.27 -0.4% 69.36
Close 71.92 74.12 2.20 3.1% 71.92
Range 2.34 3.20 0.86 36.8% 4.55
ATR 2.23 2.30 0.07 3.1% 0.00
Volume 45,751 23,563 -22,188 -48.5% 175,161
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.91 81.71 75.88
R3 79.71 78.51 75.00
R2 76.51 76.51 74.71
R1 75.31 75.31 74.41 75.91
PP 73.31 73.31 73.31 73.61
S1 72.11 72.11 73.83 72.71
S2 70.11 70.11 73.53
S3 66.91 68.91 73.24
S4 63.71 65.71 72.36
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 85.38 83.20 74.42
R3 80.83 78.65 73.17
R2 76.28 76.28 72.75
R1 74.10 74.10 72.34 72.92
PP 71.73 71.73 71.73 71.14
S1 69.55 69.55 71.50 68.37
S2 67.18 67.18 71.09
S3 62.63 65.00 70.67
S4 58.08 60.45 69.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.50 69.36 5.14 6.9% 2.50 3.4% 93% True False 32,588
10 76.02 69.36 6.66 9.0% 2.50 3.4% 71% False False 31,497
20 76.50 69.35 7.15 9.6% 2.27 3.1% 67% False False 36,237
40 76.50 59.30 17.20 23.2% 2.09 2.8% 86% False False 31,129
60 76.50 54.92 21.58 29.1% 2.11 2.8% 89% False False 26,704
80 76.50 49.46 27.04 36.5% 2.20 3.0% 91% False False 25,764
100 76.50 46.14 30.36 41.0% 2.25 3.0% 92% False False 24,910
120 76.50 46.14 30.36 41.0% 2.28 3.1% 92% False False 23,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.10
2.618 82.88
1.618 79.68
1.000 77.70
0.618 76.48
HIGH 74.50
0.618 73.28
0.500 72.90
0.382 72.52
LOW 71.30
0.618 69.32
1.000 68.10
1.618 66.12
2.618 62.92
4.250 57.70
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 73.71 73.71
PP 73.31 73.29
S1 72.90 72.88

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

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