NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 60.14 59.79 -0.35 -0.6% 65.54
High 61.46 62.00 0.54 0.9% 65.65
Low 59.15 59.65 0.50 0.8% 58.72
Close 59.52 61.54 2.02 3.4% 59.89
Range 2.31 2.35 0.04 1.7% 6.93
ATR 2.69 2.68 -0.02 -0.6% 0.00
Volume 301,907 305,947 4,040 1.3% 1,412,352
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.11 67.18 62.83
R3 65.76 64.83 62.19
R2 63.41 63.41 61.97
R1 62.48 62.48 61.76 62.95
PP 61.06 61.06 61.06 61.30
S1 60.13 60.13 61.32 60.60
S2 58.71 58.71 61.11
S3 56.36 57.78 60.89
S4 54.01 55.43 60.25
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.21 77.98 63.70
R3 75.28 71.05 61.80
R2 68.35 68.35 61.16
R1 64.12 64.12 60.53 62.77
PP 61.42 61.42 61.42 60.75
S1 57.19 57.19 59.25 55.84
S2 54.49 54.49 58.62
S3 47.56 50.26 57.98
S4 40.63 43.33 56.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.00 58.32 3.68 6.0% 2.31 3.8% 88% True False 304,471
10 71.85 58.32 13.53 22.0% 2.60 4.2% 24% False False 292,113
20 73.38 58.32 15.06 24.5% 2.77 4.5% 21% False False 255,080
40 73.90 58.32 15.58 25.3% 2.50 4.1% 21% False False 172,132
60 73.90 50.76 23.14 37.6% 2.38 3.9% 47% False False 126,082
80 73.90 50.76 23.14 37.6% 2.34 3.8% 47% False False 97,867
100 73.90 44.00 29.90 48.6% 2.36 3.8% 59% False False 80,331
120 73.90 43.34 30.56 49.7% 2.31 3.8% 60% False False 68,055
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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.99
2.618 68.15
1.618 65.80
1.000 64.35
0.618 63.45
HIGH 62.00
0.618 61.10
0.500 60.83
0.382 60.55
LOW 59.65
0.618 58.20
1.000 57.30
1.618 55.85
2.618 53.50
4.250 49.66
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 61.30 61.08
PP 61.06 60.62
S1 60.83 60.16

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

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