NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 64.97 68.62 3.65 5.6% 69.50
High 69.12 71.43 2.31 3.3% 71.43
Low 64.82 66.92 2.10 3.2% 64.69
Close 68.92 71.15 2.23 3.2% 71.15
Range 4.30 4.51 0.21 4.9% 6.74
ATR 2.51 2.65 0.14 5.7% 0.00
Volume 100,202 94,912 -5,290 -5.3% 381,752
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.36 81.77 73.63
R3 78.85 77.26 72.39
R2 74.34 74.34 71.98
R1 72.75 72.75 71.56 73.55
PP 69.83 69.83 69.83 70.23
S1 68.24 68.24 70.74 69.04
S2 65.32 65.32 70.32
S3 60.81 63.73 69.91
S4 56.30 59.22 68.67
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.31 86.97 74.86
R3 82.57 80.23 73.00
R2 75.83 75.83 72.39
R1 73.49 73.49 71.77 74.66
PP 69.09 69.09 69.09 69.68
S1 66.75 66.75 70.53 67.92
S2 62.35 62.35 69.91
S3 55.61 60.01 69.30
S4 48.87 53.27 67.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.43 64.69 6.74 9.5% 3.28 4.6% 96% True False 76,350
10 71.43 64.69 6.74 9.5% 2.67 3.8% 96% True False 72,992
20 71.43 60.43 11.00 15.5% 2.45 3.4% 97% True False 53,537
40 75.27 60.43 14.84 20.9% 2.40 3.4% 72% False False 34,967
60 75.27 59.20 16.07 22.6% 2.26 3.2% 74% False False 27,111
80 75.27 53.00 22.27 31.3% 2.08 2.9% 81% False False 22,212
100 75.27 49.19 26.08 36.7% 2.03 2.8% 84% False False 19,102
120 75.27 45.06 30.21 42.5% 1.95 2.7% 86% False False 16,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 90.60
2.618 83.24
1.618 78.73
1.000 75.94
0.618 74.22
HIGH 71.43
0.618 69.71
0.500 69.18
0.382 68.64
LOW 66.92
0.618 64.13
1.000 62.41
1.618 59.62
2.618 55.11
4.250 47.75
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 70.49 70.12
PP 69.83 69.09
S1 69.18 68.06

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

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