NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 65.03 65.40 0.37 0.6% 60.80
High 65.77 67.49 1.72 2.6% 65.00
Low 63.76 64.40 0.64 1.0% 59.30
Close 65.40 67.16 1.76 2.7% 64.58
Range 2.01 3.09 1.08 53.7% 5.70
ATR 2.41 2.46 0.05 2.0% 0.00
Volume 279,584 319,989 40,405 14.5% 734,328
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.62 74.48 68.86
R3 72.53 71.39 68.01
R2 69.44 69.44 67.73
R1 68.30 68.30 67.44 68.87
PP 66.35 66.35 66.35 66.64
S1 65.21 65.21 66.88 65.78
S2 63.26 63.26 66.59
S3 60.17 62.12 66.31
S4 57.08 59.03 65.46
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 67.49 62.09 5.40 8.0% 2.35 3.5% 94% True False 240,887
10 67.49 59.30 8.19 12.2% 2.26 3.4% 96% True False 191,217
20 74.25 59.30 14.95 22.3% 2.57 3.8% 53% False False 135,527
40 74.66 59.30 15.36 22.9% 2.48 3.7% 51% False False 90,551
60 74.66 53.57 21.09 31.4% 2.36 3.5% 64% False False 67,379
80 74.66 51.96 22.70 33.8% 2.24 3.3% 67% False False 53,563
100 74.66 47.25 27.41 40.8% 2.23 3.3% 73% False False 44,636
120 74.66 44.19 30.47 45.4% 2.23 3.3% 75% False False 38,275
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 0.62
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 80.62
2.618 75.58
1.618 72.49
1.000 70.58
0.618 69.40
HIGH 67.49
0.618 66.31
0.500 65.95
0.382 65.58
LOW 64.40
0.618 62.49
1.000 61.31
1.618 59.40
2.618 56.31
4.250 51.27
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 66.76 66.65
PP 66.35 66.14
S1 65.95 65.63

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

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