NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 68.05 68.26 0.21 0.3% 64.37
High 68.99 68.86 -0.13 -0.2% 68.20
Low 67.60 66.48 -1.12 -1.7% 63.76
Close 68.38 67.23 -1.15 -1.7% 68.05
Range 1.39 2.38 0.99 71.2% 4.44
ATR 2.33 2.34 0.00 0.1% 0.00
Volume 217,270 245,180 27,910 12.8% 1,367,751
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.66 73.33 68.54
R3 72.28 70.95 67.88
R2 69.90 69.90 67.67
R1 68.57 68.57 67.45 68.05
PP 67.52 67.52 67.52 67.26
S1 66.19 66.19 67.01 65.67
S2 65.14 65.14 66.79
S3 62.76 63.81 66.58
S4 60.38 61.43 65.92
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.99 78.46 70.49
R3 75.55 74.02 69.27
R2 71.11 71.11 68.86
R1 69.58 69.58 68.46 70.35
PP 66.67 66.67 66.67 67.05
S1 65.14 65.14 67.64 65.91
S2 62.23 62.23 67.24
S3 57.79 60.70 66.83
S4 53.35 56.26 65.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.99 63.76 5.23 7.8% 2.12 3.2% 66% False False 276,730
10 68.99 60.55 8.44 12.6% 2.16 3.2% 79% False False 230,436
20 72.74 59.30 13.44 20.0% 2.32 3.5% 59% False False 166,845
40 74.66 59.30 15.36 22.8% 2.48 3.7% 52% False False 108,235
60 74.66 57.70 16.96 25.2% 2.34 3.5% 56% False False 79,762
80 74.66 51.96 22.70 33.8% 2.24 3.3% 67% False False 62,783
100 74.66 47.85 26.81 39.9% 2.22 3.3% 72% False False 52,131
120 74.66 44.19 30.47 45.3% 2.25 3.3% 76% False False 44,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.98
2.618 75.09
1.618 72.71
1.000 71.24
0.618 70.33
HIGH 68.86
0.618 67.95
0.500 67.67
0.382 67.39
LOW 66.48
0.618 65.01
1.000 64.10
1.618 62.63
2.618 60.25
4.250 56.37
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 67.67 67.73
PP 67.52 67.56
S1 67.38 67.40

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

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