NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 62.89 62.66 -0.23 -0.4% 68.10
High 63.50 63.98 0.48 0.8% 68.10
Low 61.38 62.26 0.88 1.4% 62.04
Close 62.56 62.49 -0.07 -0.1% 62.88
Range 2.12 1.72 -0.40 -18.9% 6.06
ATR 2.35 2.30 -0.04 -1.9% 0.00
Volume 12,725 11,273 -1,452 -11.4% 66,010
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.07 67.00 63.44
R3 66.35 65.28 62.96
R2 64.63 64.63 62.81
R1 63.56 63.56 62.65 63.24
PP 62.91 62.91 62.91 62.75
S1 61.84 61.84 62.33 61.52
S2 61.19 61.19 62.17
S3 59.47 60.12 62.02
S4 57.75 58.40 61.54
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.52 78.76 66.21
R3 76.46 72.70 64.55
R2 70.40 70.40 63.99
R1 66.64 66.64 63.44 65.49
PP 64.34 64.34 64.34 63.77
S1 60.58 60.58 62.32 59.43
S2 58.28 58.28 61.77
S3 52.22 54.52 61.21
S4 46.16 48.46 59.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.47 61.38 4.09 6.5% 2.05 3.3% 27% False False 13,237
10 74.99 61.38 13.61 21.8% 2.44 3.9% 8% False False 12,075
20 75.49 61.38 14.11 22.6% 2.38 3.8% 8% False False 9,648
40 75.83 60.06 15.77 25.2% 2.00 3.2% 15% False False 9,089
60 75.83 54.20 21.63 34.6% 1.81 2.9% 38% False False 8,030
80 75.83 54.20 21.63 34.6% 1.67 2.7% 38% False False 7,233
100 75.83 46.74 29.09 46.6% 1.72 2.8% 54% False False 6,699
120 75.83 45.87 29.96 47.9% 1.66 2.7% 55% False False 6,125
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 71.29
2.618 68.48
1.618 66.76
1.000 65.70
0.618 65.04
HIGH 63.98
0.618 63.32
0.500 63.12
0.382 62.92
LOW 62.26
0.618 61.20
1.000 60.54
1.618 59.48
2.618 57.76
4.250 54.95
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 63.12 62.68
PP 62.91 62.62
S1 62.70 62.55

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

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