NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 62.66 62.83 0.17 0.3% 68.10
High 63.98 65.24 1.26 2.0% 68.10
Low 62.26 62.83 0.57 0.9% 62.04
Close 62.49 64.86 2.37 3.8% 62.88
Range 1.72 2.41 0.69 40.1% 6.06
ATR 2.30 2.34 0.03 1.4% 0.00
Volume 11,273 18,757 7,484 66.4% 66,010
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.54 70.61 66.19
R3 69.13 68.20 65.52
R2 66.72 66.72 65.30
R1 65.79 65.79 65.08 66.26
PP 64.31 64.31 64.31 64.54
S1 63.38 63.38 64.64 63.85
S2 61.90 61.90 64.42
S3 59.49 60.97 64.20
S4 57.08 58.56 63.53
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 65.24 61.38 3.86 6.0% 2.04 3.1% 90% True False 14,475
10 73.91 61.38 12.53 19.3% 2.31 3.6% 28% False False 13,301
20 74.99 61.38 13.61 21.0% 2.37 3.6% 26% False False 10,383
40 75.83 61.38 14.45 22.3% 1.99 3.1% 24% False False 9,428
60 75.83 54.20 21.63 33.3% 1.82 2.8% 49% False False 8,311
80 75.83 54.20 21.63 33.3% 1.69 2.6% 49% False False 7,405
100 75.83 47.00 28.83 44.4% 1.73 2.7% 62% False False 6,849
120 75.83 45.87 29.96 46.2% 1.68 2.6% 63% False False 6,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.48
2.618 71.55
1.618 69.14
1.000 67.65
0.618 66.73
HIGH 65.24
0.618 64.32
0.500 64.04
0.382 63.75
LOW 62.83
0.618 61.34
1.000 60.42
1.618 58.93
2.618 56.52
4.250 52.59
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 64.59 64.34
PP 64.31 63.83
S1 64.04 63.31

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

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