NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 71.46 72.43 0.97 1.4% 67.71
High 73.23 72.63 -0.60 -0.8% 73.23
Low 71.32 70.80 -0.52 -0.7% 67.31
Close 72.68 72.04 -0.64 -0.9% 72.04
Range 1.91 1.83 -0.08 -4.2% 5.92
ATR 2.38 2.34 -0.04 -1.5% 0.00
Volume 346,248 314,790 -31,458 -9.1% 1,559,767
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.31 76.51 73.05
R3 75.48 74.68 72.54
R2 73.65 73.65 72.38
R1 72.85 72.85 72.21 72.34
PP 71.82 71.82 71.82 71.57
S1 71.02 71.02 71.87 70.51
S2 69.99 69.99 71.70
S3 68.16 69.19 71.54
S4 66.33 67.36 71.03
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.62 86.25 75.30
R3 82.70 80.33 73.67
R2 76.78 76.78 73.13
R1 74.41 74.41 72.58 75.60
PP 70.86 70.86 70.86 71.45
S1 68.49 68.49 71.50 69.68
S2 64.94 64.94 70.95
S3 59.02 62.57 70.41
S4 53.10 56.65 68.78
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 8.2% 1.80 2.5% 80% False False 311,953
10 73.23 64.95 8.28 11.5% 2.35 3.3% 86% False False 294,911
20 73.23 56.74 16.49 22.9% 2.33 3.2% 93% False False 261,426
40 73.23 49.07 24.16 33.5% 2.29 3.2% 95% False False 183,996
60 73.23 49.07 24.16 33.5% 2.35 3.3% 95% False False 135,738
80 73.23 42.19 31.04 43.1% 2.46 3.4% 96% False False 106,444
100 73.23 42.19 31.04 43.1% 2.45 3.4% 96% False False 87,973
120 73.23 42.19 31.04 43.1% 2.54 3.5% 96% False False 74,904
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.41
2.618 77.42
1.618 75.59
1.000 74.46
0.618 73.76
HIGH 72.63
0.618 71.93
0.500 71.72
0.382 71.50
LOW 70.80
0.618 69.67
1.000 68.97
1.618 67.84
2.618 66.01
4.250 63.02
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 71.93 71.97
PP 71.82 71.90
S1 71.72 71.83

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

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