NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 69.50 69.76 0.26 0.4% 65.85
High 70.60 70.50 -0.10 -0.1% 69.89
Low 69.37 68.22 -1.15 -1.7% 65.35
Close 70.05 68.98 -1.07 -1.5% 69.79
Range 1.23 2.28 1.05 85.4% 4.54
ATR 2.22 2.22 0.00 0.2% 0.00
Volume 57,392 70,236 12,844 22.4% 348,173
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.07 74.81 70.23
R3 73.79 72.53 69.61
R2 71.51 71.51 69.40
R1 70.25 70.25 69.19 69.74
PP 69.23 69.23 69.23 68.98
S1 67.97 67.97 68.77 67.46
S2 66.95 66.95 68.56
S3 64.67 65.69 68.35
S4 62.39 63.41 67.73
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 7.6% 2.01 2.9% 69% False False 76,422
10 70.60 61.98 8.62 12.5% 2.05 3.0% 81% False False 59,752
20 73.42 60.43 12.99 18.8% 2.19 3.2% 66% False False 44,634
40 75.27 60.43 14.84 21.5% 2.30 3.3% 58% False False 29,938
60 75.27 58.66 16.61 24.1% 2.13 3.1% 62% False False 23,420
80 75.27 53.00 22.27 32.3% 2.00 2.9% 72% False False 19,324
100 75.27 48.64 26.63 38.6% 1.95 2.8% 76% False False 16,773
120 75.27 45.06 30.21 43.8% 1.89 2.7% 79% False False 14,816
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.19
2.618 76.47
1.618 74.19
1.000 72.78
0.618 71.91
HIGH 70.50
0.618 69.63
0.500 69.36
0.382 69.09
LOW 68.22
0.618 66.81
1.000 65.94
1.618 64.53
2.618 62.25
4.250 58.53
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 69.36 69.39
PP 69.23 69.25
S1 69.11 69.12

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

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