NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 71.60 68.86 -2.74 -3.8% 73.15
High 71.60 71.14 -0.46 -0.6% 74.84
Low 68.33 68.23 -0.10 -0.1% 71.07
Close 69.07 70.71 1.64 2.4% 71.64
Range 3.27 2.91 -0.36 -11.0% 3.77
ATR 2.20 2.25 0.05 2.3% 0.00
Volume 12,839 17,477 4,638 36.1% 61,630
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.76 77.64 72.31
R3 75.85 74.73 71.51
R2 72.94 72.94 71.24
R1 71.82 71.82 70.98 72.38
PP 70.03 70.03 70.03 70.31
S1 68.91 68.91 70.44 69.47
S2 67.12 67.12 70.18
S3 64.21 66.00 69.91
S4 61.30 63.09 69.11
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.83 81.50 73.71
R3 80.06 77.73 72.68
R2 76.29 76.29 72.33
R1 73.96 73.96 71.99 73.24
PP 72.52 72.52 72.52 72.16
S1 70.19 70.19 71.29 69.47
S2 68.75 68.75 70.95
S3 64.98 66.42 70.60
S4 61.21 62.65 69.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.27 68.23 6.04 8.5% 2.58 3.6% 41% False True 14,571
10 75.27 68.23 7.04 10.0% 2.20 3.1% 35% False True 13,853
20 75.27 63.92 11.35 16.1% 2.17 3.1% 60% False False 14,384
40 75.27 53.25 22.02 31.1% 1.92 2.7% 79% False False 11,762
60 75.27 53.00 22.27 31.5% 1.83 2.6% 80% False False 10,230
80 75.27 46.50 28.77 40.7% 1.80 2.6% 84% False False 9,160
100 75.27 45.06 30.21 42.7% 1.74 2.5% 85% False False 8,194
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.51
2.618 78.76
1.618 75.85
1.000 74.05
0.618 72.94
HIGH 71.14
0.618 70.03
0.500 69.69
0.382 69.34
LOW 68.23
0.618 66.43
1.000 65.32
1.618 63.52
2.618 60.61
4.250 55.86
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 70.37 71.25
PP 70.03 71.07
S1 69.69 70.89

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

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