NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 66.91 66.34 -0.57 -0.9% 62.08
High 68.11 67.32 -0.79 -1.2% 66.25
Low 66.02 65.35 -0.67 -1.0% 60.43
Close 66.97 67.04 0.07 0.1% 65.85
Range 2.09 1.97 -0.12 -5.7% 5.82
ATR 2.32 2.30 -0.03 -1.1% 0.00
Volume 53,304 69,586 16,282 30.5% 181,076
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.48 71.73 68.12
R3 70.51 69.76 67.58
R2 68.54 68.54 67.40
R1 67.79 67.79 67.22 68.17
PP 66.57 66.57 66.57 66.76
S1 65.82 65.82 66.86 66.20
S2 64.60 64.60 66.68
S3 62.63 63.85 66.50
S4 60.66 61.88 65.96
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 62.79 5.32 7.9% 2.05 3.1% 80% False False 50,119
10 68.11 60.43 7.68 11.5% 2.09 3.1% 86% False False 41,544
20 74.85 60.43 14.42 21.5% 2.41 3.6% 46% False False 32,247
40 75.27 60.43 14.84 22.1% 2.29 3.4% 45% False False 23,314
60 75.27 54.66 20.61 30.7% 2.09 3.1% 60% False False 18,717
80 75.27 53.00 22.27 33.2% 1.97 2.9% 63% False False 15,832
100 75.27 46.50 28.77 42.9% 1.93 2.9% 71% False False 13,856
120 75.27 45.06 30.21 45.1% 1.85 2.8% 73% False False 12,296
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.69
2.618 72.48
1.618 70.51
1.000 69.29
0.618 68.54
HIGH 67.32
0.618 66.57
0.500 66.34
0.382 66.10
LOW 65.35
0.618 64.13
1.000 63.38
1.618 62.16
2.618 60.19
4.250 56.98
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 66.81 66.94
PP 66.57 66.83
S1 66.34 66.73

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

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