NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 72.57 69.61 -2.96 -4.1% 71.87
High 72.64 69.61 -3.03 -4.2% 75.85
Low 69.69 66.82 -2.87 -4.1% 69.69
Close 70.16 67.46 -2.70 -3.8% 70.16
Range 2.95 2.79 -0.16 -5.4% 6.16
ATR 2.49 2.55 0.06 2.4% 0.00
Volume 46,698 49,141 2,443 5.2% 135,338
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.33 74.69 68.99
R3 73.54 71.90 68.23
R2 70.75 70.75 67.97
R1 69.11 69.11 67.72 68.54
PP 67.96 67.96 67.96 67.68
S1 66.32 66.32 67.20 65.75
S2 65.17 65.17 66.95
S3 62.38 63.53 66.69
S4 59.59 60.74 65.93
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.38 86.43 73.55
R3 84.22 80.27 71.85
R2 78.06 78.06 71.29
R1 74.11 74.11 70.72 73.01
PP 71.90 71.90 71.90 71.35
S1 67.95 67.95 69.60 66.85
S2 65.74 65.74 69.03
S3 59.58 61.79 68.47
S4 53.42 55.63 66.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.85 66.82 9.03 13.4% 3.19 4.7% 7% False True 36,895
10 75.85 66.82 9.03 13.4% 2.85 4.2% 7% False True 35,964
20 76.50 66.82 9.68 14.3% 2.40 3.6% 7% False True 34,905
40 76.50 60.66 15.84 23.5% 2.22 3.3% 43% False False 32,635
60 76.50 54.92 21.58 32.0% 2.14 3.2% 58% False False 28,119
80 76.50 49.66 26.84 39.8% 2.25 3.3% 66% False False 26,637
100 76.50 46.14 30.36 45.0% 2.28 3.4% 70% False False 25,762
120 76.50 46.14 30.36 45.0% 2.30 3.4% 70% False False 24,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.47
2.618 76.91
1.618 74.12
1.000 72.40
0.618 71.33
HIGH 69.61
0.618 68.54
0.500 68.22
0.382 67.89
LOW 66.82
0.618 65.10
1.000 64.03
1.618 62.31
2.618 59.52
4.250 54.96
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 68.22 70.60
PP 67.96 69.55
S1 67.71 68.51

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

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