NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 62.98 63.10 0.12 0.2% 60.80
High 63.23 65.00 1.77 2.8% 65.00
Low 61.45 62.09 0.64 1.0% 59.30
Close 63.06 64.58 1.52 2.4% 64.58
Range 1.78 2.91 1.13 63.5% 5.70
ATR 2.50 2.53 0.03 1.2% 0.00
Volume 163,263 158,313 -4,950 -3.0% 734,328
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.62 71.51 66.18
R3 69.71 68.60 65.38
R2 66.80 66.80 65.11
R1 65.69 65.69 64.85 66.25
PP 63.89 63.89 63.89 64.17
S1 62.78 62.78 64.31 63.34
S2 60.98 60.98 64.05
S3 58.07 59.87 63.78
S4 55.16 56.96 62.98
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.06 78.02 67.72
R3 74.36 72.32 66.15
R2 68.66 68.66 65.63
R1 66.62 66.62 65.10 67.64
PP 62.96 62.96 62.96 63.47
S1 60.92 60.92 64.06 61.94
S2 57.26 57.26 63.54
S3 51.56 55.22 63.01
S4 45.86 49.52 61.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.00 59.30 5.70 8.8% 2.33 3.6% 93% True False 146,865
10 66.60 59.30 7.30 11.3% 2.36 3.7% 72% False False 124,963
20 74.25 59.30 14.95 23.1% 2.69 4.2% 35% False False 93,865
40 74.66 59.30 15.36 23.8% 2.47 3.8% 34% False False 66,855
60 74.66 51.96 22.70 35.2% 2.34 3.6% 56% False False 50,828
80 74.66 51.96 22.70 35.2% 2.22 3.4% 56% False False 40,801
100 74.66 45.78 28.88 44.7% 2.26 3.5% 65% False False 34,503
120 74.66 44.19 30.47 47.2% 2.21 3.4% 67% False False 29,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 77.37
2.618 72.62
1.618 69.71
1.000 67.91
0.618 66.80
HIGH 65.00
0.618 63.89
0.500 63.55
0.382 63.20
LOW 62.09
0.618 60.29
1.000 59.18
1.618 57.38
2.618 54.47
4.250 49.72
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 64.24 63.98
PP 63.89 63.38
S1 63.55 62.78

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

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