NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 62.00 64.10 2.10 3.4% 67.28
High 64.16 64.44 0.28 0.4% 67.30
Low 61.98 62.79 0.81 1.3% 60.96
Close 63.76 64.33 0.57 0.9% 61.94
Range 2.18 1.65 -0.53 -24.3% 6.34
ATR 2.41 2.36 -0.05 -2.3% 0.00
Volume 34,407 46,206 11,799 34.3% 159,758
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.80 68.22 65.24
R3 67.15 66.57 64.78
R2 65.50 65.50 64.63
R1 64.92 64.92 64.48 65.21
PP 63.85 63.85 63.85 64.00
S1 63.27 63.27 64.18 63.56
S2 62.20 62.20 64.03
S3 60.55 61.62 63.88
S4 58.90 59.97 63.42
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 64.44 60.43 4.01 6.2% 2.00 3.1% 97% True False 34,479
10 69.06 60.43 8.63 13.4% 2.09 3.2% 45% False False 32,629
20 74.85 60.43 14.42 22.4% 2.53 3.9% 27% False False 24,860
40 75.27 60.43 14.84 23.1% 2.24 3.5% 26% False False 19,188
60 75.27 53.00 22.27 34.6% 2.04 3.2% 51% False False 15,817
80 75.27 53.00 22.27 34.6% 1.94 3.0% 51% False False 13,565
100 75.27 46.50 28.77 44.7% 1.91 3.0% 62% False False 12,075
120 75.27 45.06 30.21 47.0% 1.82 2.8% 64% False False 10,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 71.45
2.618 68.76
1.618 67.11
1.000 66.09
0.618 65.46
HIGH 64.44
0.618 63.81
0.500 63.62
0.382 63.42
LOW 62.79
0.618 61.77
1.000 61.14
1.618 60.12
2.618 58.47
4.250 55.78
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 64.09 63.82
PP 63.85 63.31
S1 63.62 62.80

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

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