NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 66.11 64.26 -1.85 -2.8% 70.63
High 66.74 64.59 -2.15 -3.2% 74.85
Low 64.10 62.08 -2.02 -3.2% 67.60
Close 64.82 62.23 -2.59 -4.0% 67.64
Range 2.64 2.51 -0.13 -4.9% 7.25
ATR 2.47 2.49 0.02 0.8% 0.00
Volume 32,941 31,773 -1,168 -3.5% 103,891
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.50 68.87 63.61
R3 67.99 66.36 62.92
R2 65.48 65.48 62.69
R1 63.85 63.85 62.46 63.41
PP 62.97 62.97 62.97 62.75
S1 61.34 61.34 62.00 60.90
S2 60.46 60.46 61.77
S3 57.95 58.83 61.54
S4 55.44 56.32 60.85
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 71.35 62.08 9.27 14.9% 2.35 3.8% 2% False True 28,360
10 74.85 62.08 12.77 20.5% 2.73 4.4% 1% False True 22,950
20 75.27 62.08 13.19 21.2% 2.49 4.0% 1% False True 18,530
40 75.27 59.20 16.07 25.8% 2.23 3.6% 19% False False 15,223
60 75.27 53.00 22.27 35.8% 1.98 3.2% 41% False False 12,908
80 75.27 52.34 22.93 36.8% 1.92 3.1% 43% False False 11,409
100 75.27 45.06 30.21 48.5% 1.89 3.0% 57% False False 10,242
120 75.27 45.06 30.21 48.5% 1.80 2.9% 57% False False 9,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.26
2.618 71.16
1.618 68.65
1.000 67.10
0.618 66.14
HIGH 64.59
0.618 63.63
0.500 63.34
0.382 63.04
LOW 62.08
0.618 60.53
1.000 59.57
1.618 58.02
2.618 55.51
4.250 51.41
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 63.34 64.69
PP 62.97 63.87
S1 62.60 63.05

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

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