NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 74.05 73.26 -0.79 -1.1% 72.96
High 75.85 74.38 -1.47 -1.9% 73.91
Low 71.74 71.50 -0.24 -0.3% 69.36
Close 72.71 72.36 -0.35 -0.5% 71.92
Range 4.11 2.88 -1.23 -29.9% 4.55
ATR 2.43 2.46 0.03 1.3% 0.00
Volume 25,611 39,466 13,855 54.1% 175,161
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.39 79.75 73.94
R3 78.51 76.87 73.15
R2 75.63 75.63 72.89
R1 73.99 73.99 72.62 73.37
PP 72.75 72.75 72.75 72.44
S1 71.11 71.11 72.10 70.49
S2 69.87 69.87 71.83
S3 66.99 68.23 71.57
S4 64.11 65.35 70.78
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 71.25 4.60 6.4% 2.95 4.1% 24% False False 32,920
10 75.85 69.36 6.49 9.0% 2.73 3.8% 46% False False 32,118
20 76.50 69.36 7.14 9.9% 2.38 3.3% 42% False False 35,393
40 76.50 60.54 15.96 22.1% 2.18 3.0% 74% False False 31,487
60 76.50 54.92 21.58 29.8% 2.14 3.0% 81% False False 27,113
80 76.50 49.46 27.04 37.4% 2.23 3.1% 85% False False 26,072
100 76.50 46.14 30.36 42.0% 2.28 3.1% 86% False False 25,225
120 76.50 46.14 30.36 42.0% 2.28 3.2% 86% False False 24,149
Crabel Price Patterns
NR True
NR4 False
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.62
2.618 81.92
1.618 79.04
1.000 77.26
0.618 76.16
HIGH 74.38
0.618 73.28
0.500 72.94
0.382 72.60
LOW 71.50
0.618 69.72
1.000 68.62
1.618 66.84
2.618 63.96
4.250 59.26
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 72.94 73.58
PP 72.75 73.17
S1 72.55 72.77

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

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