NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 71.87 74.05 2.18 3.0% 72.96
High 74.50 75.85 1.35 1.8% 73.91
Low 71.30 71.74 0.44 0.6% 69.36
Close 74.12 72.71 -1.41 -1.9% 71.92
Range 3.20 4.11 0.91 28.4% 4.55
ATR 2.30 2.43 0.13 5.6% 0.00
Volume 23,563 25,611 2,048 8.7% 175,161
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 85.76 83.35 74.97
R3 81.65 79.24 73.84
R2 77.54 77.54 73.46
R1 75.13 75.13 73.09 74.28
PP 73.43 73.43 73.43 73.01
S1 71.02 71.02 72.33 70.17
S2 69.32 69.32 71.96
S3 65.21 66.91 71.58
S4 61.10 62.80 70.45
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 75.85 70.72 5.13 7.1% 2.73 3.8% 39% True False 30,087
10 75.85 69.36 6.49 8.9% 2.63 3.6% 52% True False 31,568
20 76.50 69.35 7.15 9.8% 2.39 3.3% 47% False False 36,011
40 76.50 60.51 15.99 22.0% 2.14 2.9% 76% False False 31,200
60 76.50 54.92 21.58 29.7% 2.14 2.9% 82% False False 26,710
80 76.50 49.46 27.04 37.2% 2.23 3.1% 86% False False 25,826
100 76.50 46.14 30.36 41.8% 2.28 3.1% 88% False False 25,024
120 76.50 46.14 30.36 41.8% 2.28 3.1% 88% False False 23,961
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 0.61
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 93.32
2.618 86.61
1.618 82.50
1.000 79.96
0.618 78.39
HIGH 75.85
0.618 74.28
0.500 73.80
0.382 73.31
LOW 71.74
0.618 69.20
1.000 67.63
1.618 65.09
2.618 60.98
4.250 54.27
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 73.80 73.58
PP 73.43 73.29
S1 73.07 73.00

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

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