NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 60.80 61.00 0.20 0.3% 66.60
High 61.60 62.21 0.61 1.0% 66.60
Low 59.30 60.02 0.72 1.2% 59.82
Close 60.56 60.39 -0.17 -0.3% 60.88
Range 2.30 2.19 -0.11 -4.8% 6.78
ATR 2.57 2.54 -0.03 -1.1% 0.00
Volume 123,880 136,286 12,406 10.0% 515,305
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.44 66.11 61.59
R3 65.25 63.92 60.99
R2 63.06 63.06 60.79
R1 61.73 61.73 60.59 61.30
PP 60.87 60.87 60.87 60.66
S1 59.54 59.54 60.19 59.11
S2 58.68 58.68 59.99
S3 56.49 57.35 59.79
S4 54.30 55.16 59.19
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 63.62 59.30 4.32 7.2% 2.31 3.8% 25% False False 122,569
10 72.74 59.30 13.44 22.3% 2.49 4.1% 8% False False 103,254
20 74.25 59.30 14.95 24.8% 2.69 4.4% 7% False False 76,754
40 74.66 59.30 15.36 25.4% 2.43 4.0% 7% False False 56,815
60 74.66 51.96 22.70 37.6% 2.30 3.8% 37% False False 43,603
80 74.66 51.96 22.70 37.6% 2.19 3.6% 37% False False 35,198
100 74.66 45.32 29.34 48.6% 2.26 3.7% 51% False False 29,999
120 74.66 44.19 30.47 50.5% 2.23 3.7% 53% False False 25,860
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.52
2.618 67.94
1.618 65.75
1.000 64.40
0.618 63.56
HIGH 62.21
0.618 61.37
0.500 61.12
0.382 60.86
LOW 60.02
0.618 58.67
1.000 57.83
1.618 56.48
2.618 54.29
4.250 50.71
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 61.12 60.76
PP 60.87 60.63
S1 60.63 60.51

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

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