NYMEX Light Sweet Crude Oil Future September 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 72.93 73.91 0.98 1.3% 69.86
High 74.66 74.21 -0.45 -0.6% 74.66
Low 72.89 72.44 -0.45 -0.6% 68.60
Close 74.31 73.56 -0.75 -1.0% 73.56
Range 1.77 1.77 0.00 0.0% 6.06
ATR 2.21 2.19 -0.02 -1.1% 0.00
Volume 67,476 64,259 -3,217 -4.8% 290,190
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.71 77.91 74.53
R3 76.94 76.14 74.05
R2 75.17 75.17 73.88
R1 74.37 74.37 73.72 73.89
PP 73.40 73.40 73.40 73.16
S1 72.60 72.60 73.40 72.12
S2 71.63 71.63 73.24
S3 69.86 70.83 73.07
S4 68.09 69.06 72.59
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 90.45 88.07 76.89
R3 84.39 82.01 75.23
R2 78.33 78.33 74.67
R1 75.95 75.95 74.12 77.14
PP 72.27 72.27 72.27 72.87
S1 69.89 69.89 73.00 71.08
S2 66.21 66.21 72.45
S3 60.15 63.83 71.89
S4 54.09 57.77 70.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.66 68.60 6.06 8.2% 1.76 2.4% 82% False False 58,038
10 74.66 66.87 7.79 10.6% 2.25 3.1% 86% False False 46,936
20 74.66 58.36 16.30 22.2% 2.20 3.0% 93% False False 35,430
40 74.66 51.96 22.70 30.9% 2.08 2.8% 95% False False 25,785
60 74.66 51.96 22.70 30.9% 2.00 2.7% 95% False False 20,600
80 74.66 44.19 30.47 41.4% 2.14 2.9% 96% False False 17,647
100 74.66 44.19 30.47 41.4% 2.11 2.9% 96% False False 15,132
Crabel Price Patterns
NR False
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 0.43
Fibonacci Retracements and Extensions
4.250 81.73
2.618 78.84
1.618 77.07
1.000 75.98
0.618 75.30
HIGH 74.21
0.618 73.53
0.500 73.33
0.382 73.12
LOW 72.44
0.618 71.35
1.000 70.67
1.618 69.58
2.618 67.81
4.250 64.92
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 73.48 73.47
PP 73.40 73.39
S1 73.33 73.30

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

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