NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 72.75 71.22 -1.53 -2.1% 72.00
High 73.32 74.02 0.70 1.0% 73.32
Low 71.12 70.74 -0.38 -0.5% 68.78
Close 71.38 73.65 2.27 3.2% 71.38
Range 2.20 3.28 1.08 49.1% 4.54
ATR 2.02 2.11 0.09 4.4% 0.00
Volume 8,359 6,472 -1,887 -22.6% 38,270
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.64 81.43 75.45
R3 79.36 78.15 74.55
R2 76.08 76.08 74.25
R1 74.87 74.87 73.95 75.48
PP 72.80 72.80 72.80 73.11
S1 71.59 71.59 73.35 72.20
S2 69.52 69.52 73.05
S3 66.24 68.31 72.75
S4 62.96 65.03 71.85
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.78 82.62 73.88
R3 80.24 78.08 72.63
R2 75.70 75.70 72.21
R1 73.54 73.54 71.80 72.35
PP 71.16 71.16 71.16 70.57
S1 69.00 69.00 70.96 67.81
S2 66.62 66.62 70.55
S3 62.08 64.46 70.13
S4 57.54 59.92 68.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.02 68.78 5.24 7.1% 2.33 3.2% 93% True False 7,126
10 75.49 68.78 6.71 9.1% 2.33 3.2% 73% False False 7,221
20 75.83 68.78 7.05 9.6% 1.97 2.7% 69% False False 8,860
40 75.83 59.77 16.06 21.8% 1.74 2.4% 86% False False 7,909
60 75.83 54.20 21.63 29.4% 1.59 2.2% 90% False False 6,759
80 75.83 49.00 26.83 36.4% 1.64 2.2% 92% False False 6,278
100 75.83 45.87 29.96 40.7% 1.64 2.2% 93% False False 5,840
120 75.83 45.87 29.96 40.7% 1.57 2.1% 93% False False 5,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 87.96
2.618 82.61
1.618 79.33
1.000 77.30
0.618 76.05
HIGH 74.02
0.618 72.77
0.500 72.38
0.382 71.99
LOW 70.74
0.618 68.71
1.000 67.46
1.618 65.43
2.618 62.15
4.250 56.80
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 73.23 73.23
PP 72.80 72.80
S1 72.38 72.38

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

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