NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 64.26 62.47 -1.79 -2.8% 70.63
High 64.59 63.69 -0.90 -1.4% 74.85
Low 62.08 61.44 -0.64 -1.0% 67.60
Close 62.23 62.59 0.36 0.6% 67.64
Range 2.51 2.25 -0.26 -10.4% 7.25
ATR 2.49 2.47 -0.02 -0.7% 0.00
Volume 31,773 38,660 6,887 21.7% 103,891
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.32 68.21 63.83
R3 67.07 65.96 63.21
R2 64.82 64.82 63.00
R1 63.71 63.71 62.80 64.27
PP 62.57 62.57 62.57 62.85
S1 61.46 61.46 62.38 62.02
S2 60.32 60.32 62.18
S3 58.07 59.21 61.97
S4 55.82 56.96 61.35
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 69.06 61.44 7.62 12.2% 2.17 3.5% 15% False True 30,778
10 74.85 61.44 13.41 21.4% 2.72 4.3% 9% False True 25,354
20 74.85 61.44 13.41 21.4% 2.52 4.0% 9% False True 19,560
40 75.27 59.20 16.07 25.7% 2.24 3.6% 21% False False 15,956
60 75.27 53.00 22.27 35.6% 2.00 3.2% 43% False False 13,459
80 75.27 53.00 22.27 35.6% 1.92 3.1% 43% False False 11,833
100 75.27 45.06 30.21 48.3% 1.90 3.0% 58% False False 10,568
120 75.27 45.06 30.21 48.3% 1.81 2.9% 58% False False 9,424
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 0.77
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.25
2.618 69.58
1.618 67.33
1.000 65.94
0.618 65.08
HIGH 63.69
0.618 62.83
0.500 62.57
0.382 62.30
LOW 61.44
0.618 60.05
1.000 59.19
1.618 57.80
2.618 55.55
4.250 51.88
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 62.58 64.09
PP 62.57 63.59
S1 62.57 63.09

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

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