NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 61.36 61.51 0.15 0.2% 66.60
High 62.65 61.91 -0.74 -1.2% 66.60
Low 60.32 59.82 -0.50 -0.8% 59.82
Close 61.49 60.88 -0.61 -1.0% 60.88
Range 2.33 2.09 -0.24 -10.3% 6.78
ATR 2.63 2.59 -0.04 -1.5% 0.00
Volume 134,621 131,719 -2,902 -2.2% 515,305
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.14 66.10 62.03
R3 65.05 64.01 61.45
R2 62.96 62.96 61.26
R1 61.92 61.92 61.07 61.40
PP 60.87 60.87 60.87 60.61
S1 59.83 59.83 60.69 59.31
S2 58.78 58.78 60.50
S3 56.69 57.74 60.31
S4 54.60 55.65 59.73
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.77 78.61 64.61
R3 75.99 71.83 62.74
R2 69.21 69.21 62.12
R1 65.05 65.05 61.50 63.74
PP 62.43 62.43 62.43 61.78
S1 58.27 58.27 60.26 56.96
S2 55.65 55.65 59.64
S3 48.87 51.49 59.02
S4 42.09 44.71 57.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.60 59.82 6.78 11.1% 2.39 3.9% 16% False True 103,061
10 74.25 59.82 14.43 23.7% 2.83 4.7% 7% False True 86,810
20 74.25 59.82 14.43 23.7% 2.73 4.5% 7% False True 66,977
40 74.66 58.36 16.30 26.8% 2.46 4.0% 15% False False 51,203
60 74.66 51.96 22.70 37.3% 2.30 3.8% 39% False False 39,516
80 74.66 51.96 22.70 37.3% 2.18 3.6% 39% False False 32,194
100 74.66 44.19 30.47 50.0% 2.26 3.7% 55% False False 27,513
120 74.66 44.19 30.47 50.0% 2.21 3.6% 55% False False 23,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.74
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.79
2.618 67.38
1.618 65.29
1.000 64.00
0.618 63.20
HIGH 61.91
0.618 61.11
0.500 60.87
0.382 60.62
LOW 59.82
0.618 58.53
1.000 57.73
1.618 56.44
2.618 54.35
4.250 50.94
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 60.88 61.72
PP 60.87 61.44
S1 60.87 61.16

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

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