NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 62.00 62.24 0.24 0.4% 59.86
High 62.25 63.99 1.74 2.8% 63.99
Low 60.29 61.04 0.75 1.2% 58.32
Close 62.02 63.56 1.54 2.5% 63.56
Range 1.96 2.95 0.99 50.5% 5.67
ATR 2.62 2.65 0.02 0.9% 0.00
Volume 279,729 250,043 -29,686 -10.6% 1,402,371
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.71 70.59 65.18
R3 68.76 67.64 64.37
R2 65.81 65.81 64.10
R1 64.69 64.69 63.83 65.25
PP 62.86 62.86 62.86 63.15
S1 61.74 61.74 63.29 62.30
S2 59.91 59.91 63.02
S3 56.96 58.79 62.75
S4 54.01 55.84 61.94
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.97 76.93 66.68
R3 73.30 71.26 65.12
R2 67.63 67.63 64.60
R1 65.59 65.59 64.08 66.61
PP 61.96 61.96 61.96 62.47
S1 59.92 59.92 63.04 60.94
S2 56.29 56.29 62.52
S3 50.62 54.25 62.00
S4 44.95 48.58 60.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.99 58.32 5.67 8.9% 2.38 3.8% 92% True False 280,474
10 65.65 58.32 7.33 11.5% 2.41 3.8% 71% False False 281,472
20 73.38 58.32 15.06 23.7% 2.82 4.4% 35% False False 268,324
40 73.90 58.32 15.58 24.5% 2.52 4.0% 34% False False 183,078
60 73.90 50.82 23.08 36.3% 2.40 3.8% 55% False False 134,144
80 73.90 50.76 23.14 36.4% 2.36 3.7% 55% False False 104,288
100 73.90 45.00 28.90 45.5% 2.37 3.7% 64% False False 85,471
120 73.90 43.34 30.56 48.1% 2.30 3.6% 66% False False 72,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 76.53
2.618 71.71
1.618 68.76
1.000 66.94
0.618 65.81
HIGH 63.99
0.618 62.86
0.500 62.52
0.382 62.17
LOW 61.04
0.618 59.22
1.000 58.09
1.618 56.27
2.618 53.32
4.250 48.50
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 63.21 62.98
PP 62.86 62.40
S1 62.52 61.82

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

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