NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 65.13 65.55 0.42 0.6% 62.89
High 65.61 67.40 1.79 2.7% 67.40
Low 64.02 64.62 0.60 0.9% 61.38
Close 65.53 67.05 1.52 2.3% 67.05
Range 1.59 2.78 1.19 74.8% 6.02
ATR 2.28 2.32 0.04 1.6% 0.00
Volume 27,781 25,308 -2,473 -8.9% 95,844
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.70 73.65 68.58
R3 71.92 70.87 67.81
R2 69.14 69.14 67.56
R1 68.09 68.09 67.30 68.62
PP 66.36 66.36 66.36 66.62
S1 65.31 65.31 66.80 65.84
S2 63.58 63.58 66.54
S3 60.80 62.53 66.29
S4 58.02 59.75 65.52
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.34 81.21 70.36
R3 77.32 75.19 68.71
R2 71.30 71.30 68.15
R1 69.17 69.17 67.60 70.24
PP 65.28 65.28 65.28 65.81
S1 63.15 63.15 66.50 64.22
S2 59.26 59.26 65.95
S3 53.24 57.13 65.39
S4 47.22 51.11 63.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.40 61.38 6.02 9.0% 2.12 3.2% 94% True False 19,168
10 68.10 61.38 6.72 10.0% 2.14 3.2% 84% False False 16,185
20 74.99 61.38 13.61 20.3% 2.42 3.6% 42% False False 12,187
40 75.83 61.38 14.45 21.6% 2.03 3.0% 39% False False 10,573
60 75.83 54.20 21.63 32.3% 1.85 2.8% 59% False False 9,052
80 75.83 54.20 21.63 32.3% 1.70 2.5% 59% False False 7,926
100 75.83 47.48 28.35 42.3% 1.74 2.6% 69% False False 7,311
120 75.83 45.87 29.96 44.7% 1.68 2.5% 71% False False 6,621
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 0.42
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 79.22
2.618 74.68
1.618 71.90
1.000 70.18
0.618 69.12
HIGH 67.40
0.618 66.34
0.500 66.01
0.382 65.68
LOW 64.62
0.618 62.90
1.000 61.84
1.618 60.12
2.618 57.34
4.250 52.81
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 66.70 66.41
PP 66.36 65.76
S1 66.01 65.12

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

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