NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 61.00 60.68 -0.32 -0.5% 66.60
High 62.21 63.04 0.83 1.3% 66.60
Low 60.02 60.55 0.53 0.9% 59.82
Close 60.39 62.58 2.19 3.6% 60.88
Range 2.19 2.49 0.30 13.7% 6.78
ATR 2.54 2.55 0.01 0.3% 0.00
Volume 136,286 152,586 16,300 12.0% 515,305
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.53 68.54 63.95
R3 67.04 66.05 63.26
R2 64.55 64.55 63.04
R1 63.56 63.56 62.81 64.06
PP 62.06 62.06 62.06 62.30
S1 61.07 61.07 62.35 61.57
S2 59.57 59.57 62.12
S3 57.08 58.58 61.90
S4 54.59 56.09 61.21
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 63.04 59.30 3.74 6.0% 2.28 3.6% 88% True False 135,818
10 70.70 59.30 11.40 18.2% 2.41 3.9% 29% False False 108,882
20 74.25 59.30 14.95 23.9% 2.70 4.3% 22% False False 82,712
40 74.66 59.30 15.36 24.5% 2.45 3.9% 21% False False 60,200
60 74.66 51.96 22.70 36.3% 2.31 3.7% 47% False False 45,970
80 74.66 51.96 22.70 36.3% 2.20 3.5% 47% False False 37,010
100 74.66 45.78 28.88 46.1% 2.25 3.6% 58% False False 31,459
120 74.66 44.19 30.47 48.7% 2.21 3.5% 60% False False 27,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.62
2.618 69.56
1.618 67.07
1.000 65.53
0.618 64.58
HIGH 63.04
0.618 62.09
0.500 61.80
0.382 61.50
LOW 60.55
0.618 59.01
1.000 58.06
1.618 56.52
2.618 54.03
4.250 49.97
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 62.32 62.11
PP 62.06 61.64
S1 61.80 61.17

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

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