NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 73.26 72.57 -0.69 -0.9% 72.96
High 74.38 72.64 -1.74 -2.3% 73.91
Low 71.50 69.69 -1.81 -2.5% 69.36
Close 72.36 70.16 -2.20 -3.0% 71.92
Range 2.88 2.95 0.07 2.4% 4.55
ATR 2.46 2.49 0.04 1.4% 0.00
Volume 39,466 46,698 7,232 18.3% 175,161
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.68 77.87 71.78
R3 76.73 74.92 70.97
R2 73.78 73.78 70.70
R1 71.97 71.97 70.43 71.40
PP 70.83 70.83 70.83 70.55
S1 69.02 69.02 69.89 68.45
S2 67.88 67.88 69.62
S3 64.93 66.07 69.35
S4 61.98 63.12 68.54
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 69.69 6.16 8.8% 3.10 4.4% 8% False True 36,217
10 75.85 69.36 6.49 9.3% 2.88 4.1% 12% False False 33,822
20 76.50 69.36 7.14 10.2% 2.38 3.4% 11% False False 34,827
40 76.50 60.66 15.84 22.6% 2.21 3.1% 60% False False 32,099
60 76.50 54.92 21.58 30.8% 2.15 3.1% 71% False False 27,599
80 76.50 49.46 27.04 38.5% 2.24 3.2% 77% False False 26,330
100 76.50 46.14 30.36 43.3% 2.28 3.3% 79% False False 25,425
120 76.50 46.14 30.36 43.3% 2.30 3.3% 79% False False 24,421
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.18
2.618 80.36
1.618 77.41
1.000 75.59
0.618 74.46
HIGH 72.64
0.618 71.51
0.500 71.17
0.382 70.82
LOW 69.69
0.618 67.87
1.000 66.74
1.618 64.92
2.618 61.97
4.250 57.15
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 71.17 72.77
PP 70.83 71.90
S1 70.50 71.03

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

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