NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	70.51	71.46	0.95	1.3%	66.48
High	71.79	73.23	1.44	2.0%	70.32
Low	70.43	71.32	0.89	1.3%	64.95
Close	71.33	72.68	1.35	1.9%	68.44
Range	1.36	1.91	0.55	40.4%	5.37
ATR	2.41	2.38	-0.04	-1.5%	0.00
Volume	316,884	346,248	29,364	9.3%	1,389,350

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.14	77.32	73.73
R3	76.23	75.41	73.21
R2	74.32	74.32	73.03
R1	73.50	73.50	72.86	73.91
PP	72.41	72.41	72.41	72.62
S1	71.59	71.59	72.50	72.00
S2	70.50	70.50	72.33
S3	68.59	69.68	72.15
S4	66.68	67.77	71.63

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.01	81.60	71.39
R3	78.64	76.23	69.92
R2	73.27	73.27	69.42
R1	70.86	70.86	68.93	72.07
PP	67.90	67.90	67.90	68.51
S1	65.49	65.49	67.95	66.70
S2	62.53	62.53	67.46
S3	57.16	60.12	66.96
S4	51.79	54.75	65.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.23	67.31	5.92	8.1%	1.99	2.7%	91%	True	False	309,930
10	73.23	64.68	8.55	11.8%	2.36	3.2%	94%	True	False	291,576
20	73.23	56.74	16.49	22.7%	2.36	3.2%	97%	True	False	254,685
40	73.23	49.07	24.16	33.2%	2.28	3.1%	98%	True	False	177,389
60	73.23	49.07	24.16	33.2%	2.37	3.3%	98%	True	False	130,807
80	73.23	42.19	31.04	42.7%	2.46	3.4%	98%	True	False	102,762
100	73.23	42.19	31.04	42.7%	2.45	3.4%	98%	True	False	84,919
120	73.23	42.19	31.04	42.7%	2.55	3.5%	98%	True	False	72,367

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.35
2.618	78.23
1.618	76.32
1.000	75.14
0.618	74.41
HIGH	73.23
0.618	72.50
0.500	72.28
0.382	72.05
LOW	71.32
0.618	70.14
1.000	69.41
1.618	68.23
2.618	66.32
4.250	63.20

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	72.55	72.06
PP	72.41	71.45
S1	72.28	70.83

Download as Excel Spreadsheet

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

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