NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 63.38 64.20 0.82 1.3% 59.86
High 64.90 65.53 0.63 1.0% 63.99
Low 63.19 63.51 0.32 0.5% 58.32
Close 63.98 64.72 0.74 1.2% 63.56
Range 1.71 2.02 0.31 18.1% 5.67
ATR 2.58 2.54 -0.04 -1.6% 0.00
Volume 186,315 125,148 -61,167 -32.8% 1,402,371
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.65 69.70 65.83
R3 68.63 67.68 65.28
R2 66.61 66.61 65.09
R1 65.66 65.66 64.91 66.14
PP 64.59 64.59 64.59 64.82
S1 63.64 63.64 64.53 64.12
S2 62.57 62.57 64.35
S3 60.55 61.62 64.16
S4 58.53 59.60 63.61
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 65.53 59.65 5.88 9.1% 2.20 3.4% 86% True False 229,436
10 65.53 58.32 7.21 11.1% 2.29 3.5% 89% True False 262,595
20 73.38 58.32 15.06 23.3% 2.65 4.1% 42% False False 262,822
40 73.90 58.32 15.58 24.1% 2.53 3.9% 41% False False 187,390
60 73.90 50.82 23.08 35.7% 2.40 3.7% 60% False False 138,363
80 73.90 50.76 23.14 35.8% 2.37 3.7% 60% False False 107,961
100 73.90 45.00 28.90 44.7% 2.37 3.7% 68% False False 88,388
120 73.90 43.34 30.56 47.2% 2.30 3.5% 70% False False 74,850
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.12
2.618 70.82
1.618 68.80
1.000 67.55
0.618 66.78
HIGH 65.53
0.618 64.76
0.500 64.52
0.382 64.28
LOW 63.51
0.618 62.26
1.000 61.49
1.618 60.24
2.618 58.22
4.250 54.93
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 64.65 64.24
PP 64.59 63.76
S1 64.52 63.29

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

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