NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 62.24 63.38 1.14 1.8% 59.86
High 63.99 64.90 0.91 1.4% 63.99
Low 61.04 63.19 2.15 3.5% 58.32
Close 63.56 63.98 0.42 0.7% 63.56
Range 2.95 1.71 -1.24 -42.0% 5.67
ATR 2.65 2.58 -0.07 -2.5% 0.00
Volume 250,043 186,315 -63,728 -25.5% 1,402,371
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.15 68.28 64.92
R3 67.44 66.57 64.45
R2 65.73 65.73 64.29
R1 64.86 64.86 64.14 65.30
PP 64.02 64.02 64.02 64.24
S1 63.15 63.15 63.82 63.59
S2 62.31 62.31 63.67
S3 60.60 61.44 63.51
S4 58.89 59.73 63.04
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 64.90 59.15 5.75 9.0% 2.26 3.5% 84% True False 264,788
10 64.91 58.32 6.59 10.3% 2.35 3.7% 86% False False 275,778
20 73.38 58.32 15.06 23.5% 2.73 4.3% 38% False False 270,117
40 73.90 58.32 15.58 24.4% 2.51 3.9% 36% False False 185,777
60 73.90 50.82 23.08 36.1% 2.41 3.8% 57% False False 136,710
80 73.90 50.76 23.14 36.2% 2.37 3.7% 57% False False 106,502
100 73.90 45.00 28.90 45.2% 2.37 3.7% 66% False False 87,238
120 73.90 43.34 30.56 47.8% 2.30 3.6% 68% False False 73,872
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 72.17
2.618 69.38
1.618 67.67
1.000 66.61
0.618 65.96
HIGH 64.90
0.618 64.25
0.500 64.05
0.382 63.84
LOW 63.19
0.618 62.13
1.000 61.48
1.618 60.42
2.618 58.71
4.250 55.92
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 64.05 63.52
PP 64.02 63.06
S1 64.00 62.60

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

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