NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 64.19 62.31 -1.88 -2.9% 69.25
High 64.91 62.68 -2.23 -3.4% 73.38
Low 62.21 60.01 -2.20 -3.5% 66.26
Close 62.93 60.14 -2.79 -4.4% 66.73
Range 2.70 2.67 -0.03 -1.1% 7.12
ATR 2.82 2.83 0.01 0.3% 0.00
Volume 256,986 262,358 5,372 2.1% 1,074,093
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.95 67.22 61.61
R3 66.28 64.55 60.87
R2 63.61 63.61 60.63
R1 61.88 61.88 60.38 61.41
PP 60.94 60.94 60.94 60.71
S1 59.21 59.21 59.90 58.74
S2 58.27 58.27 59.65
S3 55.60 56.54 59.41
S4 52.93 53.87 58.67
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.15 85.56 70.65
R3 83.03 78.44 68.69
R2 75.91 75.91 68.04
R1 71.32 71.32 67.38 70.06
PP 68.79 68.79 68.79 68.16
S1 64.20 64.20 66.08 62.94
S2 61.67 61.67 65.42
S3 54.55 57.08 64.77
S4 47.43 49.96 62.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.85 60.01 11.84 19.7% 2.89 4.8% 1% False True 279,756
10 73.38 60.01 13.37 22.2% 2.96 4.9% 1% False True 261,438
20 73.90 60.01 13.89 23.1% 2.71 4.5% 1% False True 211,398
40 73.90 57.52 16.38 27.2% 2.52 4.2% 16% False False 139,218
60 73.90 50.76 23.14 38.5% 2.37 3.9% 41% False False 102,137
80 73.90 48.06 25.84 43.0% 2.36 3.9% 47% False False 79,337
100 73.90 43.34 30.56 50.8% 2.36 3.9% 55% False False 65,485
120 73.90 43.34 30.56 50.8% 2.30 3.8% 55% False False 55,609
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.03
2.618 69.67
1.618 67.00
1.000 65.35
0.618 64.33
HIGH 62.68
0.618 61.66
0.500 61.35
0.382 61.03
LOW 60.01
0.618 58.36
1.000 57.34
1.618 55.69
2.618 53.02
4.250 48.66
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 61.35 62.83
PP 60.94 61.93
S1 60.54 61.04

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

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