NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 60.68 62.98 2.30 3.8% 66.60
High 63.04 63.23 0.19 0.3% 66.60
Low 60.55 61.45 0.90 1.5% 59.82
Close 62.58 63.06 0.48 0.8% 60.88
Range 2.49 1.78 -0.71 -28.5% 6.78
ATR 2.55 2.50 -0.06 -2.2% 0.00
Volume 152,586 163,263 10,677 7.0% 515,305
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.92 67.27 64.04
R3 66.14 65.49 63.55
R2 64.36 64.36 63.39
R1 63.71 63.71 63.22 64.04
PP 62.58 62.58 62.58 62.74
S1 61.93 61.93 62.90 62.26
S2 60.80 60.80 62.73
S3 59.02 60.15 62.57
S4 57.24 58.37 62.08
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 63.23 59.30 3.93 6.2% 2.17 3.4% 96% True False 141,546
10 68.18 59.30 8.88 14.1% 2.25 3.6% 42% False False 117,170
20 74.25 59.30 14.95 23.7% 2.71 4.3% 25% False False 88,197
40 74.66 59.30 15.36 24.4% 2.44 3.9% 24% False False 63,695
60 74.66 51.96 22.70 36.0% 2.32 3.7% 49% False False 48,427
80 74.66 51.96 22.70 36.0% 2.21 3.5% 49% False False 38,950
100 74.66 45.78 28.88 45.8% 2.26 3.6% 60% False False 33,018
120 74.66 44.19 30.47 48.3% 2.21 3.5% 62% False False 28,406
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 70.80
2.618 67.89
1.618 66.11
1.000 65.01
0.618 64.33
HIGH 63.23
0.618 62.55
0.500 62.34
0.382 62.13
LOW 61.45
0.618 60.35
1.000 59.67
1.618 58.57
2.618 56.79
4.250 53.89
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 62.82 62.58
PP 62.58 62.10
S1 62.34 61.63

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

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