NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 62.83 65.13 2.30 3.7% 68.10
High 65.24 65.61 0.37 0.6% 68.10
Low 62.83 64.02 1.19 1.9% 62.04
Close 64.86 65.53 0.67 1.0% 62.88
Range 2.41 1.59 -0.82 -34.0% 6.06
ATR 2.34 2.28 -0.05 -2.3% 0.00
Volume 18,757 27,781 9,024 48.1% 66,010
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.82 69.27 66.40
R3 68.23 67.68 65.97
R2 66.64 66.64 65.82
R1 66.09 66.09 65.68 66.37
PP 65.05 65.05 65.05 65.19
S1 64.50 64.50 65.38 64.78
S2 63.46 63.46 65.24
S3 61.87 62.91 65.09
S4 60.28 61.32 64.66
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 65.61 61.38 4.23 6.5% 1.94 3.0% 98% True False 16,712
10 72.10 61.38 10.72 16.4% 2.18 3.3% 39% False False 15,193
20 74.99 61.38 13.61 20.8% 2.35 3.6% 30% False False 11,371
40 75.83 61.38 14.45 22.1% 1.99 3.0% 29% False False 10,058
60 75.83 54.20 21.63 33.0% 1.81 2.8% 52% False False 8,711
80 75.83 54.20 21.63 33.0% 1.68 2.6% 52% False False 7,684
100 75.83 47.48 28.35 43.3% 1.73 2.6% 64% False False 7,101
120 75.83 45.87 29.96 45.7% 1.67 2.5% 66% False False 6,445
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 72.37
2.618 69.77
1.618 68.18
1.000 67.20
0.618 66.59
HIGH 65.61
0.618 65.00
0.500 64.82
0.382 64.63
LOW 64.02
0.618 63.04
1.000 62.43
1.618 61.45
2.618 59.86
4.250 57.26
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 65.29 65.00
PP 65.05 64.47
S1 64.82 63.94

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

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