NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 67.55 66.60 -0.95 -1.4% 70.14
High 68.18 66.60 -1.58 -2.3% 74.25
Low 66.43 64.36 -2.07 -3.1% 66.43
Close 66.61 64.97 -1.64 -2.5% 66.61
Range 1.75 2.24 0.49 28.0% 7.82
ATR 2.66 2.63 -0.03 -1.1% 0.00
Volume 80,383 72,468 -7,915 -9.8% 352,798
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.03 70.74 66.20
R3 69.79 68.50 65.59
R2 67.55 67.55 65.38
R1 66.26 66.26 65.18 65.79
PP 65.31 65.31 65.31 65.07
S1 64.02 64.02 64.76 63.55
S2 63.07 63.07 64.56
S3 60.83 61.78 64.35
S4 58.59 59.54 63.74
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 64.36 9.89 15.2% 3.02 4.6% 6% False True 76,904
10 74.25 64.36 9.89 15.2% 2.88 4.4% 6% False True 64,791
20 74.66 64.36 10.30 15.9% 2.57 4.0% 6% False True 56,718
40 74.66 58.36 16.30 25.1% 2.42 3.7% 41% False False 42,123
60 74.66 51.96 22.70 34.9% 2.24 3.4% 57% False False 32,780
80 74.66 48.78 25.88 39.8% 2.19 3.4% 63% False False 27,075
100 74.66 44.19 30.47 46.9% 2.25 3.5% 68% False False 23,389
120 74.66 44.19 30.47 46.9% 2.20 3.4% 68% False False 20,214
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.12
2.618 72.46
1.618 70.22
1.000 68.84
0.618 67.98
HIGH 66.60
0.618 65.74
0.500 65.48
0.382 65.22
LOW 64.36
0.618 62.98
1.000 62.12
1.618 60.74
2.618 58.50
4.250 54.84
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 65.48 67.53
PP 65.31 66.68
S1 65.14 65.82

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

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