NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 65.55 66.94 1.39 2.1% 62.89
High 67.40 68.38 0.98 1.5% 67.40
Low 64.62 66.71 2.09 3.2% 61.38
Close 67.05 68.06 1.01 1.5% 67.05
Range 2.78 1.67 -1.11 -39.9% 6.02
ATR 2.32 2.27 -0.05 -2.0% 0.00
Volume 25,308 15,430 -9,878 -39.0% 95,844
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.73 72.06 68.98
R3 71.06 70.39 68.52
R2 69.39 69.39 68.37
R1 68.72 68.72 68.21 69.06
PP 67.72 67.72 67.72 67.88
S1 67.05 67.05 67.91 67.39
S2 66.05 66.05 67.75
S3 64.38 65.38 67.60
S4 62.71 63.71 67.14
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 68.38 62.26 6.12 9.0% 2.03 3.0% 95% True False 19,709
10 68.38 61.38 7.00 10.3% 2.12 3.1% 95% True False 16,644
20 74.99 61.38 13.61 20.0% 2.37 3.5% 49% False False 12,638
40 75.83 61.38 14.45 21.2% 2.04 3.0% 46% False False 10,828
60 75.83 54.20 21.63 31.8% 1.86 2.7% 64% False False 9,219
80 75.83 54.20 21.63 31.8% 1.71 2.5% 64% False False 8,019
100 75.83 47.48 28.35 41.7% 1.74 2.6% 73% False False 7,382
120 75.83 45.87 29.96 44.0% 1.69 2.5% 74% False False 6,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.48
2.618 72.75
1.618 71.08
1.000 70.05
0.618 69.41
HIGH 68.38
0.618 67.74
0.500 67.55
0.382 67.35
LOW 66.71
0.618 65.68
1.000 65.04
1.618 64.01
2.618 62.34
4.250 59.61
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 67.89 67.44
PP 67.72 66.82
S1 67.55 66.20

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

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