NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 66.60 65.17 -1.43 -2.1% 70.14
High 66.60 65.84 -0.76 -1.1% 74.25
Low 64.36 63.15 -1.21 -1.9% 66.43
Close 64.97 63.86 -1.11 -1.7% 66.61
Range 2.24 2.69 0.45 20.1% 7.82
ATR 2.63 2.64 0.00 0.2% 0.00
Volume 72,468 90,155 17,687 24.4% 352,798
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.35 70.80 65.34
R3 69.66 68.11 64.60
R2 66.97 66.97 64.35
R1 65.42 65.42 64.11 64.85
PP 64.28 64.28 64.28 64.00
S1 62.73 62.73 63.61 62.16
S2 61.59 61.59 63.37
S3 58.90 60.04 63.12
S4 56.21 57.35 62.38
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 72.74 63.15 9.59 15.0% 2.67 4.2% 7% False True 83,939
10 74.25 63.15 11.10 17.4% 2.83 4.4% 6% False True 67,519
20 74.66 63.15 11.51 18.0% 2.62 4.1% 6% False True 58,900
40 74.66 58.36 16.30 25.5% 2.44 3.8% 34% False False 43,940
60 74.66 51.96 22.70 35.5% 2.24 3.5% 52% False False 34,089
80 74.66 48.78 25.88 40.5% 2.21 3.5% 58% False False 28,126
100 74.66 44.19 30.47 47.7% 2.27 3.5% 65% False False 24,232
120 74.66 44.19 30.47 47.7% 2.21 3.5% 65% False False 20,930
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 0.72
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.27
2.618 72.88
1.618 70.19
1.000 68.53
0.618 67.50
HIGH 65.84
0.618 64.81
0.500 64.50
0.382 64.18
LOW 63.15
0.618 61.49
1.000 60.46
1.618 58.80
2.618 56.11
4.250 51.72
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 64.50 65.67
PP 64.28 65.06
S1 64.07 64.46

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

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