NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 63.26 61.36 -1.90 -3.0% 70.14
High 63.62 62.65 -0.97 -1.5% 74.25
Low 61.00 60.32 -0.68 -1.1% 66.43
Close 61.16 61.49 0.33 0.5% 66.61
Range 2.62 2.33 -0.29 -11.1% 7.82
ATR 2.65 2.63 -0.02 -0.9% 0.00
Volume 86,342 134,621 48,279 55.9% 352,798
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.48 67.31 62.77
R3 66.15 64.98 62.13
R2 63.82 63.82 61.92
R1 62.65 62.65 61.70 63.24
PP 61.49 61.49 61.49 61.78
S1 60.32 60.32 61.28 60.91
S2 59.16 59.16 61.06
S3 56.83 57.99 60.85
S4 54.50 55.66 60.21
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 68.18 60.32 7.86 12.8% 2.33 3.8% 15% False True 92,793
10 74.25 60.32 13.93 22.7% 2.87 4.7% 8% False True 79,837
20 74.25 60.32 13.93 22.7% 2.71 4.4% 8% False True 63,604
40 74.66 58.36 16.30 26.5% 2.46 4.0% 19% False False 48,497
60 74.66 51.96 22.70 36.9% 2.28 3.7% 42% False False 37,446
80 74.66 51.96 22.70 36.9% 2.19 3.6% 42% False False 30,705
100 74.66 44.19 30.47 49.6% 2.26 3.7% 57% False False 26,277
120 74.66 44.19 30.47 49.6% 2.21 3.6% 57% False False 22,705
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 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.55
2.618 68.75
1.618 66.42
1.000 64.98
0.618 64.09
HIGH 62.65
0.618 61.76
0.500 61.49
0.382 61.21
LOW 60.32
0.618 58.88
1.000 57.99
1.618 56.55
2.618 54.22
4.250 50.42
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 61.49 63.08
PP 61.49 62.55
S1 61.49 62.02

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

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