NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 65.17 63.26 -1.91 -2.9% 70.14
High 65.84 63.62 -2.22 -3.4% 74.25
Low 63.15 61.00 -2.15 -3.4% 66.43
Close 63.86 61.16 -2.70 -4.2% 66.61
Range 2.69 2.62 -0.07 -2.6% 7.82
ATR 2.64 2.65 0.02 0.6% 0.00
Volume 90,155 86,342 -3,813 -4.2% 352,798
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.79 68.09 62.60
R3 67.17 65.47 61.88
R2 64.55 64.55 61.64
R1 62.85 62.85 61.40 62.39
PP 61.93 61.93 61.93 61.70
S1 60.23 60.23 60.92 59.77
S2 59.31 59.31 60.68
S3 56.69 57.61 60.44
S4 54.07 54.99 59.72
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 70.70 61.00 9.70 15.9% 2.54 4.2% 2% False True 81,946
10 74.25 61.00 13.25 21.7% 2.91 4.8% 1% False True 71,561
20 74.66 61.00 13.66 22.3% 2.68 4.4% 1% False True 60,247
40 74.66 58.36 16.30 26.7% 2.46 4.0% 17% False False 45,722
60 74.66 51.96 22.70 37.1% 2.26 3.7% 41% False False 35,366
80 74.66 50.94 23.72 38.8% 2.20 3.6% 43% False False 29,128
100 74.66 44.19 30.47 49.8% 2.27 3.7% 56% False False 25,033
120 74.66 44.19 30.47 49.8% 2.20 3.6% 56% False False 21,619
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.76
2.618 70.48
1.618 67.86
1.000 66.24
0.618 65.24
HIGH 63.62
0.618 62.62
0.500 62.31
0.382 62.00
LOW 61.00
0.618 59.38
1.000 58.38
1.618 56.76
2.618 54.14
4.250 49.87
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 62.31 63.80
PP 61.93 62.92
S1 61.54 62.04

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

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