NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 59.79 62.00 2.21 3.7% 65.54
High 62.00 62.25 0.25 0.4% 65.65
Low 59.65 60.29 0.64 1.1% 58.72
Close 61.54 62.02 0.48 0.8% 59.89
Range 2.35 1.96 -0.39 -16.6% 6.93
ATR 2.68 2.62 -0.05 -1.9% 0.00
Volume 305,947 279,729 -26,218 -8.6% 1,412,352
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.40 66.67 63.10
R3 65.44 64.71 62.56
R2 63.48 63.48 62.38
R1 62.75 62.75 62.20 63.12
PP 61.52 61.52 61.52 61.70
S1 60.79 60.79 61.84 61.16
S2 59.56 59.56 61.66
S3 57.60 58.83 61.48
S4 55.64 56.87 60.94
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 62.25 58.32 3.93 6.3% 2.23 3.6% 94% True False 293,425
10 69.74 58.32 11.42 18.4% 2.46 4.0% 32% False False 286,931
20 73.38 58.32 15.06 24.3% 2.75 4.4% 25% False False 263,228
40 73.90 58.32 15.58 25.1% 2.50 4.0% 24% False False 178,165
60 73.90 50.82 23.08 37.2% 2.38 3.8% 49% False False 130,437
80 73.90 50.76 23.14 37.3% 2.35 3.8% 49% False False 101,240
100 73.90 44.41 29.49 47.5% 2.36 3.8% 60% False False 83,046
120 73.90 43.34 30.56 49.3% 2.31 3.7% 61% False False 70,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 70.58
2.618 67.38
1.618 65.42
1.000 64.21
0.618 63.46
HIGH 62.25
0.618 61.50
0.500 61.27
0.382 61.04
LOW 60.29
0.618 59.08
1.000 58.33
1.618 57.12
2.618 55.16
4.250 51.96
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 61.77 61.58
PP 61.52 61.14
S1 61.27 60.70

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

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