NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	74.30	74.55	0.25	0.3%	73.89
High	74.34	74.55	0.21	0.3%	75.49
Low	73.00	71.86	-1.14	-1.6%	71.86
Close	73.97	72.33	-1.64	-2.2%	72.33
Range	1.34	2.69	1.35	100.7%	3.63
ATR	1.84	1.90	0.06	3.3%	0.00
Volume	8,991	6,405	-2,586	-28.8%	34,919

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.98	79.35	73.81
R3	78.29	76.66	73.07
R2	75.60	75.60	72.82
R1	73.97	73.97	72.58	73.44
PP	72.91	72.91	72.91	72.65
S1	71.28	71.28	72.08	70.75
S2	70.22	70.22	71.84
S3	67.53	68.59	71.59
S4	64.84	65.90	70.85

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.12	81.85	74.33
R3	80.49	78.22	73.33
R2	76.86	76.86	73.00
R1	74.59	74.59	72.66	73.91
PP	73.23	73.23	73.23	72.89
S1	70.96	70.96	72.00	70.28
S2	69.60	69.60	71.66
S3	65.97	67.33	71.33
S4	62.34	63.70	70.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.49	71.86	3.63	5.0%	2.13	2.9%	13%	False	True	6,983
10	75.83	70.81	5.02	6.9%	1.69	2.3%	30%	False	False	8,655
20	75.83	62.36	13.47	18.6%	1.70	2.4%	74%	False	False	9,018
40	75.83	54.20	21.63	29.9%	1.60	2.2%	84%	False	False	7,510
60	75.83	54.20	21.63	29.9%	1.49	2.1%	84%	False	False	6,479
80	75.83	47.48	28.35	39.2%	1.58	2.2%	88%	False	False	6,068
100	75.83	45.87	29.96	41.4%	1.55	2.1%	88%	False	False	5,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.98
2.618	81.59
1.618	78.90
1.000	77.24
0.618	76.21
HIGH	74.55
0.618	73.52
0.500	73.21
0.382	72.89
LOW	71.86
0.618	70.20
1.000	69.17
1.618	67.51
2.618	64.82
4.250	60.43

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	73.21	73.21
PP	72.91	72.91
S1	72.62	72.62

Download as Excel Spreadsheet

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

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