NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 73.89 74.50 0.61 0.8% 71.05
High 74.51 75.49 0.98 1.3% 75.83
Low 72.57 72.72 0.15 0.2% 70.81
Close 73.54 73.25 -0.29 -0.4% 74.89
Range 1.94 2.77 0.83 42.8% 5.02
ATR 1.81 1.88 0.07 3.8% 0.00
Volume 7,451 4,050 -3,401 -45.6% 51,638
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.13 80.46 74.77
R3 79.36 77.69 74.01
R2 76.59 76.59 73.76
R1 74.92 74.92 73.50 74.37
PP 73.82 73.82 73.82 73.55
S1 72.15 72.15 73.00 71.60
S2 71.05 71.05 72.74
S3 68.28 69.38 72.49
S4 65.51 66.61 71.73
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.90 86.92 77.65
R3 83.88 81.90 76.27
R2 78.86 78.86 75.81
R1 76.88 76.88 75.35 77.87
PP 73.84 73.84 73.84 74.34
S1 71.86 71.86 74.43 72.85
S2 68.82 68.82 73.97
S3 63.80 66.84 73.51
S4 58.78 61.82 72.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.83 72.57 3.26 4.5% 1.68 2.3% 21% False False 7,606
10 75.83 68.79 7.04 9.6% 1.73 2.4% 63% False False 9,987
20 75.83 61.84 13.99 19.1% 1.62 2.2% 82% False False 8,473
40 75.83 54.20 21.63 29.5% 1.54 2.1% 88% False False 7,275
60 75.83 54.20 21.63 29.5% 1.46 2.0% 88% False False 6,413
80 75.83 47.00 28.83 39.4% 1.58 2.2% 91% False False 5,965
100 75.83 45.87 29.96 40.9% 1.54 2.1% 91% False False 5,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 87.26
2.618 82.74
1.618 79.97
1.000 78.26
0.618 77.20
HIGH 75.49
0.618 74.43
0.500 74.11
0.382 73.78
LOW 72.72
0.618 71.01
1.000 69.95
1.618 68.24
2.618 65.47
4.250 60.95
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 74.11 74.03
PP 73.82 73.77
S1 73.54 73.51

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

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