NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	70.26	70.82	0.56	0.8%	67.71
High	71.28	71.75	0.47	0.7%	73.23
Low	69.00	70.22	1.22	1.8%	67.31
Close	71.03	71.37	0.34	0.5%	72.04
Range	2.28	1.53	-0.75	-32.9%	5.92
ATR	2.40	2.34	-0.06	-2.6%	0.00
Volume	266,350	265,584	-766	-0.3%	1,559,767

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.70	75.07	72.21
R3	74.17	73.54	71.79
R2	72.64	72.64	71.65
R1	72.01	72.01	71.51	72.33
PP	71.11	71.11	71.11	71.27
S1	70.48	70.48	71.23	70.80
S2	69.58	69.58	71.09
S3	68.05	68.95	70.95
S4	66.52	67.42	70.53

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	72.77	69.00	3.77	5.3%	2.28	3.2%	63%	False	False	262,707
10	73.23	67.31	5.92	8.3%	2.13	3.0%	69%	False	False	286,318
20	73.23	59.53	13.70	19.2%	2.29	3.2%	86%	False	False	272,602
40	73.23	49.55	23.68	33.2%	2.31	3.2%	92%	False	False	202,584
60	73.23	49.07	24.16	33.9%	2.37	3.3%	92%	False	False	150,858
80	73.23	44.27	28.96	40.6%	2.45	3.4%	94%	False	False	118,159
100	73.23	42.19	31.04	43.5%	2.43	3.4%	94%	False	False	97,392
120	73.23	42.19	31.04	43.5%	2.54	3.6%	94%	False	False	82,953

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	0.46
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	78.25
2.618	75.76
1.618	74.23
1.000	73.28
0.618	72.70
HIGH	71.75
0.618	71.17
0.500	70.99
0.382	70.80
LOW	70.22
0.618	69.27
1.000	68.69
1.618	67.74
2.618	66.21
4.250	63.72

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	71.24	71.21
PP	71.11	71.05
S1	70.99	70.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols