NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 68.24 69.50 1.26 1.8% 65.85
High 69.89 70.60 0.71 1.0% 69.89
Low 68.17 69.37 1.20 1.8% 65.35
Close 69.79 70.05 0.26 0.4% 69.79
Range 1.72 1.23 -0.49 -28.5% 4.54
ATR 2.29 2.22 -0.08 -3.3% 0.00
Volume 92,963 57,392 -35,571 -38.3% 348,173
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.70 73.10 70.73
R3 72.47 71.87 70.39
R2 71.24 71.24 70.28
R1 70.64 70.64 70.16 70.94
PP 70.01 70.01 70.01 70.16
S1 69.41 69.41 69.94 69.71
S2 68.78 68.78 69.82
S3 67.55 68.18 69.71
S4 66.32 66.95 69.37
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.96 80.42 72.29
R3 77.42 75.88 71.04
R2 72.88 72.88 70.62
R1 71.34 71.34 70.21 72.11
PP 68.34 68.34 68.34 68.73
S1 66.80 66.80 69.37 67.57
S2 63.80 63.80 68.96
S3 59.26 62.26 68.54
S4 54.72 57.72 67.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.60 65.35 5.25 7.5% 1.97 2.8% 90% True False 73,035
10 70.60 61.15 9.45 13.5% 2.03 2.9% 94% True False 55,823
20 74.85 60.43 14.42 20.6% 2.29 3.3% 67% False False 41,877
40 75.27 60.43 14.84 21.2% 2.28 3.3% 65% False False 28,440
60 75.27 58.40 16.87 24.1% 2.11 3.0% 69% False False 22,401
80 75.27 53.00 22.27 31.8% 1.99 2.8% 77% False False 18,581
100 75.27 48.64 26.63 38.0% 1.94 2.8% 80% False False 16,146
120 75.27 45.06 30.21 43.1% 1.88 2.7% 83% False False 14,249
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 0.54
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 75.83
2.618 73.82
1.618 72.59
1.000 71.83
0.618 71.36
HIGH 70.60
0.618 70.13
0.500 69.99
0.382 69.84
LOW 69.37
0.618 68.61
1.000 68.14
1.618 67.38
2.618 66.15
4.250 64.14
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 70.03 69.52
PP 70.01 68.99
S1 69.99 68.47

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

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