NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 66.68 62.86 -3.82 -5.7% 64.37
High 67.01 67.29 0.28 0.4% 68.20
Low 62.70 62.76 0.06 0.1% 63.76
Close 63.35 66.94 3.59 5.7% 68.05
Range 4.31 4.53 0.22 5.1% 4.44
ATR 2.49 2.64 0.15 5.8% 0.00
Volume 253,558 342,411 88,853 35.0% 1,367,751
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.25 77.63 69.43
R3 74.72 73.10 68.19
R2 70.19 70.19 67.77
R1 68.57 68.57 67.36 69.38
PP 65.66 65.66 65.66 66.07
S1 64.04 64.04 66.52 64.85
S2 61.13 61.13 66.11
S3 56.60 59.51 65.69
S4 52.07 54.98 64.45
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 62.70 6.29 9.4% 2.87 4.3% 67% False False 276,009
10 68.99 62.09 6.90 10.3% 2.61 3.9% 70% False False 258,448
20 68.99 59.30 9.69 14.5% 2.43 3.6% 79% False False 187,809
40 74.66 59.30 15.36 22.9% 2.52 3.8% 50% False False 120,846
60 74.66 58.36 16.30 24.4% 2.43 3.6% 53% False False 89,069
80 74.66 51.96 22.70 33.9% 2.30 3.4% 66% False False 69,978
100 74.66 47.85 26.81 40.1% 2.26 3.4% 71% False False 57,867
120 74.66 44.19 30.47 45.5% 2.29 3.4% 75% False False 49,611
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 0.53
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 86.54
2.618 79.15
1.618 74.62
1.000 71.82
0.618 70.09
HIGH 67.29
0.618 65.56
0.500 65.03
0.382 64.49
LOW 62.76
0.618 59.96
1.000 58.23
1.618 55.43
2.618 50.90
4.250 43.51
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 66.30 66.55
PP 65.66 66.17
S1 65.03 65.78

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

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