NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 64.36 65.85 1.49 2.3% 62.08
High 66.25 67.16 0.91 1.4% 66.25
Low 63.39 65.50 2.11 3.3% 60.43
Close 65.85 66.77 0.92 1.4% 65.85
Range 2.86 1.66 -1.20 -42.0% 5.82
ATR 2.39 2.34 -0.05 -2.2% 0.00
Volume 41,112 40,387 -725 -1.8% 181,076
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.46 70.77 67.68
R3 69.80 69.11 67.23
R2 68.14 68.14 67.07
R1 67.45 67.45 66.92 67.80
PP 66.48 66.48 66.48 66.65
S1 65.79 65.79 66.62 66.14
S2 64.82 64.82 66.47
S3 63.16 64.13 66.31
S4 61.50 62.47 65.86
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 67.16 61.15 6.01 9.0% 2.08 3.1% 94% True False 38,612
10 67.16 60.43 6.73 10.1% 2.19 3.3% 94% True False 35,727
20 74.85 60.43 14.42 21.6% 2.43 3.6% 44% False False 27,660
40 75.27 60.43 14.84 22.2% 2.29 3.4% 43% False False 20,735
60 75.27 53.00 22.27 33.4% 2.08 3.1% 62% False False 16,923
80 75.27 53.00 22.27 33.4% 1.96 2.9% 62% False False 14,424
100 75.27 46.50 28.77 43.1% 1.91 2.9% 70% False False 12,751
120 75.27 45.06 30.21 45.2% 1.84 2.8% 72% False False 11,315
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.22
2.618 71.51
1.618 69.85
1.000 68.82
0.618 68.19
HIGH 67.16
0.618 66.53
0.500 66.33
0.382 66.13
LOW 65.50
0.618 64.47
1.000 63.84
1.618 62.81
2.618 61.15
4.250 58.45
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 66.62 66.17
PP 66.48 65.57
S1 66.33 64.98

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

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