NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 65.36 65.03 -0.33 -0.5% 60.80
High 66.68 65.77 -0.91 -1.4% 65.00
Low 64.62 63.76 -0.86 -1.3% 59.30
Close 65.61 65.40 -0.21 -0.3% 64.58
Range 2.06 2.01 -0.05 -2.4% 5.70
ATR 2.44 2.41 -0.03 -1.3% 0.00
Volume 254,703 279,584 24,881 9.8% 734,328
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.01 70.21 66.51
R3 69.00 68.20 65.95
R2 66.99 66.99 65.77
R1 66.19 66.19 65.58 66.59
PP 64.98 64.98 64.98 65.18
S1 64.18 64.18 65.22 64.58
S2 62.97 62.97 65.03
S3 60.96 62.17 64.85
S4 58.95 60.16 64.29
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 66.68 61.45 5.23 8.0% 2.09 3.2% 76% False False 209,542
10 66.68 59.30 7.38 11.3% 2.19 3.3% 83% False False 172,680
20 74.25 59.30 14.95 22.9% 2.55 3.9% 41% False False 122,120
40 74.66 59.30 15.36 23.5% 2.48 3.8% 40% False False 83,115
60 74.66 53.49 21.17 32.4% 2.33 3.6% 56% False False 62,242
80 74.66 51.96 22.70 34.7% 2.23 3.4% 59% False False 49,655
100 74.66 45.78 28.88 44.2% 2.22 3.4% 68% False False 41,497
120 74.66 44.19 30.47 46.6% 2.22 3.4% 70% False False 35,636
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.31
2.618 71.03
1.618 69.02
1.000 67.78
0.618 67.01
HIGH 65.77
0.618 65.00
0.500 64.77
0.382 64.53
LOW 63.76
0.618 62.52
1.000 61.75
1.618 60.51
2.618 58.50
4.250 55.22
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 65.19 65.34
PP 64.98 65.28
S1 64.77 65.22

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

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