NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 70.30 67.55 -2.75 -3.9% 70.14
High 70.70 68.18 -2.52 -3.6% 74.25
Low 67.29 66.43 -0.86 -1.3% 66.43
Close 67.74 66.61 -1.13 -1.7% 66.61
Range 3.41 1.75 -1.66 -48.7% 7.82
ATR 2.73 2.66 -0.07 -2.6% 0.00
Volume 80,383 80,383 0 0.0% 352,798
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.32 71.22 67.57
R3 70.57 69.47 67.09
R2 68.82 68.82 66.93
R1 67.72 67.72 66.77 67.40
PP 67.07 67.07 67.07 66.91
S1 65.97 65.97 66.45 65.65
S2 65.32 65.32 66.29
S3 63.57 64.22 66.13
S4 61.82 62.47 65.65
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 92.56 87.40 70.91
R3 84.74 79.58 68.76
R2 76.92 76.92 68.04
R1 71.76 71.76 67.33 70.43
PP 69.10 69.10 69.10 68.43
S1 63.94 63.94 65.89 62.61
S2 61.28 61.28 65.18
S3 53.46 56.12 64.46
S4 45.64 48.30 62.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.25 66.43 7.82 11.7% 3.27 4.9% 2% False True 70,559
10 74.25 66.43 7.82 11.7% 3.02 4.5% 2% False True 62,766
20 74.66 66.43 8.23 12.4% 2.57 3.9% 2% False True 55,721
40 74.66 58.36 16.30 24.5% 2.41 3.6% 51% False False 40,992
60 74.66 51.96 22.70 34.1% 2.23 3.3% 65% False False 31,787
80 74.66 47.99 26.67 40.0% 2.21 3.3% 70% False False 26,274
100 74.66 44.19 30.47 45.7% 2.24 3.4% 74% False False 22,717
120 74.66 44.19 30.47 45.7% 2.20 3.3% 74% False False 19,638
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 0.76
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 75.62
2.618 72.76
1.618 71.01
1.000 69.93
0.618 69.26
HIGH 68.18
0.618 67.51
0.500 67.31
0.382 67.10
LOW 66.43
0.618 65.35
1.000 64.68
1.618 63.60
2.618 61.85
4.250 58.99
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 67.31 69.59
PP 67.07 68.59
S1 66.84 67.60

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

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