NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 71.83 68.10 -3.73 -5.2% 71.22
High 72.10 68.10 -4.00 -5.5% 74.99
Low 69.01 66.14 -2.87 -4.2% 69.01
Close 69.47 66.74 -2.73 -3.9% 69.47
Range 3.09 1.96 -1.13 -36.6% 5.98
ATR 2.34 2.41 0.07 3.0% 0.00
Volume 15,388 10,843 -4,545 -29.5% 37,222
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.87 71.77 67.82
R3 70.91 69.81 67.28
R2 68.95 68.95 67.10
R1 67.85 67.85 66.92 67.42
PP 66.99 66.99 66.99 66.78
S1 65.89 65.89 66.56 65.46
S2 65.03 65.03 66.38
S3 63.07 63.93 66.20
S4 61.11 61.97 65.66
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.10 85.26 72.76
R3 83.12 79.28 71.11
R2 77.14 77.14 70.57
R1 73.30 73.30 70.02 72.23
PP 71.16 71.16 71.16 70.62
S1 67.32 67.32 68.92 66.25
S2 65.18 65.18 68.37
S3 59.20 61.34 67.83
S4 53.22 55.36 66.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.99 66.14 8.85 13.3% 3.00 4.5% 7% False True 9,613
10 74.99 66.14 8.85 13.3% 2.63 3.9% 7% False True 8,633
20 75.83 66.14 9.69 14.5% 2.16 3.2% 6% False True 8,644
40 75.83 59.95 15.88 23.8% 1.90 2.8% 43% False False 8,246
60 75.83 54.20 21.63 32.4% 1.69 2.5% 58% False False 7,114
80 75.83 49.44 26.39 39.5% 1.70 2.5% 66% False False 6,569
100 75.83 45.87 29.96 44.9% 1.69 2.5% 70% False False 6,137
120 75.83 45.87 29.96 44.9% 1.62 2.4% 70% False False 5,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.43
2.618 73.23
1.618 71.27
1.000 70.06
0.618 69.31
HIGH 68.10
0.618 67.35
0.500 67.12
0.382 66.89
LOW 66.14
0.618 64.93
1.000 64.18
1.618 62.97
2.618 61.01
4.250 57.81
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 67.12 70.03
PP 66.99 68.93
S1 66.87 67.84

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

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