NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 62.07 62.00 -0.07 -0.1% 67.28
High 63.22 64.16 0.94 1.5% 67.30
Low 61.15 61.98 0.83 1.4% 60.96
Close 61.50 63.76 2.26 3.7% 61.94
Range 2.07 2.18 0.11 5.3% 6.34
ATR 2.39 2.41 0.02 0.8% 0.00
Volume 30,949 34,407 3,458 11.2% 159,758
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.84 68.98 64.96
R3 67.66 66.80 64.36
R2 65.48 65.48 64.16
R1 64.62 64.62 63.96 65.05
PP 63.30 63.30 63.30 63.52
S1 62.44 62.44 63.56 62.87
S2 61.12 61.12 63.36
S3 58.94 60.26 63.16
S4 56.76 58.08 62.56
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.42 78.52 65.43
R3 76.08 72.18 63.68
R2 69.74 69.74 63.10
R1 65.84 65.84 62.52 64.62
PP 63.40 63.40 63.40 62.79
S1 59.50 59.50 61.36 58.28
S2 57.06 57.06 60.78
S3 50.72 53.16 60.20
S4 44.38 46.82 58.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.16 60.43 3.73 5.9% 2.12 3.3% 89% True False 32,970
10 71.35 60.43 10.92 17.1% 2.24 3.5% 30% False False 30,665
20 74.85 60.43 14.42 22.6% 2.52 4.0% 23% False False 23,379
40 75.27 60.43 14.84 23.3% 2.24 3.5% 22% False False 18,254
60 75.27 53.00 22.27 34.9% 2.02 3.2% 48% False False 15,234
80 75.27 53.00 22.27 34.9% 1.93 3.0% 48% False False 13,075
100 75.27 46.50 28.77 45.1% 1.91 3.0% 60% False False 11,649
120 75.27 45.06 30.21 47.4% 1.82 2.9% 62% False False 10,348
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.43
2.618 69.87
1.618 67.69
1.000 66.34
0.618 65.51
HIGH 64.16
0.618 63.33
0.500 63.07
0.382 62.81
LOW 61.98
0.618 60.63
1.000 59.80
1.618 58.45
2.618 56.27
4.250 52.72
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 63.53 63.27
PP 63.30 62.78
S1 63.07 62.30

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

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