NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 63.10 64.37 1.27 2.0% 60.80
High 65.00 65.90 0.90 1.4% 65.00
Low 62.09 64.20 2.11 3.4% 59.30
Close 64.58 65.29 0.71 1.1% 64.58
Range 2.91 1.70 -1.21 -41.6% 5.70
ATR 2.53 2.47 -0.06 -2.3% 0.00
Volume 158,313 191,848 33,535 21.2% 734,328
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.23 69.46 66.23
R3 68.53 67.76 65.76
R2 66.83 66.83 65.60
R1 66.06 66.06 65.45 66.45
PP 65.13 65.13 65.13 65.32
S1 64.36 64.36 65.13 64.75
S2 63.43 63.43 64.98
S3 61.73 62.66 64.82
S4 60.03 60.96 64.36
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 65.90 60.02 5.88 9.0% 2.21 3.4% 90% True False 160,459
10 65.90 59.30 6.60 10.1% 2.31 3.5% 91% True False 136,901
20 74.25 59.30 14.95 22.9% 2.60 4.0% 40% False False 100,846
40 74.66 59.30 15.36 23.5% 2.48 3.8% 39% False False 71,023
60 74.66 51.96 22.70 34.8% 2.33 3.6% 59% False False 53,804
80 74.66 51.96 22.70 34.8% 2.23 3.4% 59% False False 43,120
100 74.66 45.78 28.88 44.2% 2.25 3.4% 68% False False 36,341
120 74.66 44.19 30.47 46.7% 2.21 3.4% 69% False False 31,239
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 0.58
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 73.13
2.618 70.35
1.618 68.65
1.000 67.60
0.618 66.95
HIGH 65.90
0.618 65.25
0.500 65.05
0.382 64.85
LOW 64.20
0.618 63.15
1.000 62.50
1.618 61.45
2.618 59.75
4.250 56.98
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 65.21 64.75
PP 65.13 64.21
S1 65.05 63.68

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

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