NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 64.10 64.36 0.26 0.4% 62.08
High 64.44 66.25 1.81 2.8% 66.25
Low 62.79 63.39 0.60 1.0% 60.43
Close 64.33 65.85 1.52 2.4% 65.85
Range 1.65 2.86 1.21 73.3% 5.82
ATR 2.36 2.39 0.04 1.5% 0.00
Volume 46,206 41,112 -5,094 -11.0% 181,076
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.74 72.66 67.42
R3 70.88 69.80 66.64
R2 68.02 68.02 66.37
R1 66.94 66.94 66.11 67.48
PP 65.16 65.16 65.16 65.44
S1 64.08 64.08 65.59 64.62
S2 62.30 62.30 65.33
S3 59.44 61.22 65.06
S4 56.58 58.36 64.28
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.64 79.56 69.05
R3 75.82 73.74 67.45
R2 70.00 70.00 66.92
R1 67.92 67.92 66.38 68.96
PP 64.18 64.18 64.18 64.70
S1 62.10 62.10 65.32 63.14
S2 58.36 58.36 64.78
S3 52.54 56.28 64.25
S4 46.72 50.46 62.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.25 60.43 5.82 8.8% 2.19 3.3% 93% True False 36,215
10 67.30 60.43 6.87 10.4% 2.23 3.4% 79% False False 34,083
20 74.85 60.43 14.42 21.9% 2.51 3.8% 38% False False 26,283
40 75.27 60.43 14.84 22.5% 2.28 3.5% 37% False False 19,949
60 75.27 53.00 22.27 33.8% 2.07 3.1% 58% False False 16,345
80 75.27 53.00 22.27 33.8% 1.95 3.0% 58% False False 13,983
100 75.27 46.50 28.77 43.7% 1.92 2.9% 67% False False 12,412
120 75.27 45.06 30.21 45.9% 1.84 2.8% 69% False False 11,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 78.41
2.618 73.74
1.618 70.88
1.000 69.11
0.618 68.02
HIGH 66.25
0.618 65.16
0.500 64.82
0.382 64.48
LOW 63.39
0.618 61.62
1.000 60.53
1.618 58.76
2.618 55.90
4.250 51.24
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 65.51 65.27
PP 65.16 64.69
S1 64.82 64.12

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

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