NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 67.28 66.11 -1.17 -1.7% 70.63
High 67.30 66.74 -0.56 -0.8% 74.85
Low 65.30 64.10 -1.20 -1.8% 67.60
Close 65.90 64.82 -1.08 -1.6% 67.64
Range 2.00 2.64 0.64 32.0% 7.25
ATR 2.46 2.47 0.01 0.5% 0.00
Volume 23,949 32,941 8,992 37.5% 103,891
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.14 71.62 66.27
R3 70.50 68.98 65.55
R2 67.86 67.86 65.30
R1 66.34 66.34 65.06 65.78
PP 65.22 65.22 65.22 64.94
S1 63.70 63.70 64.58 63.14
S2 62.58 62.58 64.34
S3 59.94 61.06 64.09
S4 57.30 58.42 63.37
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 91.78 86.96 71.63
R3 84.53 79.71 69.63
R2 77.28 77.28 68.97
R1 72.46 72.46 68.30 71.25
PP 70.03 70.03 70.03 69.42
S1 65.21 65.21 66.98 64.00
S2 62.78 62.78 66.31
S3 55.53 57.96 65.65
S4 48.28 50.71 63.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.42 64.10 9.32 14.4% 2.48 3.8% 8% False True 26,588
10 74.85 64.10 10.75 16.6% 2.64 4.1% 7% False True 21,140
20 75.27 64.10 11.17 17.2% 2.42 3.7% 6% False True 17,497
40 75.27 59.20 16.07 24.8% 2.21 3.4% 35% False False 14,598
60 75.27 53.00 22.27 34.4% 1.96 3.0% 53% False False 12,471
80 75.27 49.73 25.54 39.4% 1.92 3.0% 59% False False 11,063
100 75.27 45.06 30.21 46.6% 1.88 2.9% 65% False False 9,990
120 75.27 45.06 30.21 46.6% 1.80 2.8% 65% False False 8,903
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.96
2.618 73.65
1.618 71.01
1.000 69.38
0.618 68.37
HIGH 66.74
0.618 65.73
0.500 65.42
0.382 65.11
LOW 64.10
0.618 62.47
1.000 61.46
1.618 59.83
2.618 57.19
4.250 52.88
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 65.42 66.58
PP 65.22 65.99
S1 65.02 65.41

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

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