NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 62.86 66.69 3.83 6.1% 68.05
High 67.29 69.74 2.45 3.6% 69.74
Low 62.76 64.96 2.20 3.5% 62.70
Close 66.94 69.45 2.51 3.7% 69.45
Range 4.53 4.78 0.25 5.5% 7.04
ATR 2.64 2.79 0.15 5.8% 0.00
Volume 342,411 344,216 1,805 0.5% 1,402,635
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.39 80.70 72.08
R3 77.61 75.92 70.76
R2 72.83 72.83 70.33
R1 71.14 71.14 69.89 71.99
PP 68.05 68.05 68.05 68.47
S1 66.36 66.36 69.01 67.21
S2 63.27 63.27 68.57
S3 58.49 61.58 68.14
S4 53.71 56.80 66.82
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.42 85.97 73.32
R3 81.38 78.93 71.39
R2 74.34 74.34 70.74
R1 71.89 71.89 70.10 73.12
PP 67.30 67.30 67.30 67.91
S1 64.85 64.85 68.80 66.08
S2 60.26 60.26 68.16
S3 53.22 57.81 67.51
S4 46.18 50.77 65.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.74 62.70 7.04 10.1% 3.48 5.0% 96% True False 280,527
10 69.74 62.70 7.04 10.1% 2.80 4.0% 96% True False 277,038
20 69.74 59.30 10.44 15.0% 2.58 3.7% 97% True False 201,000
40 74.66 59.30 15.36 22.1% 2.58 3.7% 66% False False 128,361
60 74.66 58.36 16.30 23.5% 2.47 3.5% 68% False False 94,328
80 74.66 51.96 22.70 32.7% 2.32 3.3% 77% False False 74,091
100 74.66 47.99 26.67 38.4% 2.28 3.3% 80% False False 61,220
120 74.66 44.19 30.47 43.9% 2.30 3.3% 83% False False 52,431
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 0.60
Widest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 90.06
2.618 82.25
1.618 77.47
1.000 74.52
0.618 72.69
HIGH 69.74
0.618 67.91
0.500 67.35
0.382 66.79
LOW 64.96
0.618 62.01
1.000 60.18
1.618 57.23
2.618 52.45
4.250 44.65
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 68.75 68.37
PP 68.05 67.30
S1 67.35 66.22

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

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