NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 65.85 66.91 1.06 1.6% 62.08
High 67.16 68.11 0.95 1.4% 66.25
Low 65.50 66.02 0.52 0.8% 60.43
Close 66.77 66.97 0.20 0.3% 65.85
Range 1.66 2.09 0.43 25.9% 5.82
ATR 2.34 2.32 -0.02 -0.8% 0.00
Volume 40,387 53,304 12,917 32.0% 181,076
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.30 72.23 68.12
R3 71.21 70.14 67.54
R2 69.12 69.12 67.35
R1 68.05 68.05 67.16 68.59
PP 67.03 67.03 67.03 67.30
S1 65.96 65.96 66.78 66.50
S2 64.94 64.94 66.59
S3 62.85 63.87 66.40
S4 60.76 61.78 65.82
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 68.11 61.98 6.13 9.2% 2.09 3.1% 81% True False 43,083
10 68.11 60.43 7.68 11.5% 2.14 3.2% 85% True False 37,763
20 74.85 60.43 14.42 21.5% 2.39 3.6% 45% False False 29,451
40 75.27 60.43 14.84 22.2% 2.28 3.4% 44% False False 21,918
60 75.27 53.25 22.02 32.9% 2.08 3.1% 62% False False 17,658
80 75.27 53.00 22.27 33.3% 1.97 2.9% 63% False False 15,035
100 75.27 46.50 28.77 43.0% 1.92 2.9% 71% False False 13,218
120 75.27 45.06 30.21 45.1% 1.85 2.8% 73% False False 11,737
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.99
2.618 73.58
1.618 71.49
1.000 70.20
0.618 69.40
HIGH 68.11
0.618 67.31
0.500 67.07
0.382 66.82
LOW 66.02
0.618 64.73
1.000 63.93
1.618 62.64
2.618 60.55
4.250 57.14
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 67.07 66.56
PP 67.03 66.16
S1 67.00 65.75

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

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