NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	71.20	71.25	0.05	0.1%	75.55
High	72.52	73.45	0.93	1.3%	76.02
Low	70.72	71.25	0.53	0.7%	72.28
Close	71.44	72.98	1.54	2.2%	72.89
Range	1.80	2.20	0.40	22.2%	3.74
ATR	2.22	2.22	0.00	-0.1%	0.00
Volume	25,297	30,213	4,916	19.4%	147,085

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.16	78.27	74.19
R3	76.96	76.07	73.59
R2	74.76	74.76	73.38
R1	73.87	73.87	73.18	74.32
PP	72.56	72.56	72.56	72.78
S1	71.67	71.67	72.78	72.12
S2	70.36	70.36	72.58
S3	68.16	69.47	72.38
S4	65.96	67.27	71.77

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.95	82.66	74.95
R3	81.21	78.92	73.92
R2	77.47	77.47	73.58
R1	75.18	75.18	73.23	74.46
PP	73.73	73.73	73.73	73.37
S1	71.44	71.44	72.55	70.72
S2	69.99	69.99	72.20
S3	66.25	67.70	71.86
S4	62.51	63.96	70.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.36	69.36	6.00	8.2%	2.66	3.7%	60%	False	False	31,426
10	76.02	69.36	6.66	9.1%	2.35	3.2%	54%	False	False	31,787
20	76.50	67.85	8.65	11.9%	2.19	3.0%	59%	False	False	36,500
40	76.50	56.46	20.04	27.5%	2.07	2.8%	82%	False	False	30,343
60	76.50	54.92	21.58	29.6%	2.11	2.9%	84%	False	False	26,472
80	76.50	48.76	27.74	38.0%	2.19	3.0%	87%	False	False	25,515
100	76.50	46.14	30.36	41.6%	2.22	3.0%	88%	False	False	24,550
120	76.50	46.14	30.36	41.6%	2.29	3.1%	88%	False	False	23,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.80
2.618	79.21
1.618	77.01
1.000	75.65
0.618	74.81
HIGH	73.45
0.618	72.61
0.500	72.35
0.382	72.09
LOW	71.25
0.618	69.89
1.000	69.05
1.618	67.69
2.618	65.49
4.250	61.90

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	72.77	72.46
PP	72.56	71.93
S1	72.35	71.41

Download as Excel Spreadsheet

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

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