NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 66.94 67.94 1.00 1.5% 62.89
High 68.38 69.33 0.95 1.4% 67.40
Low 66.71 67.27 0.56 0.8% 61.38
Close 68.06 68.24 0.18 0.3% 67.05
Range 1.67 2.06 0.39 23.4% 6.02
ATR 2.27 2.26 -0.02 -0.7% 0.00
Volume 15,430 25,179 9,749 63.2% 95,844
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.46 73.41 69.37
R3 72.40 71.35 68.81
R2 70.34 70.34 68.62
R1 69.29 69.29 68.43 69.82
PP 68.28 68.28 68.28 68.54
S1 67.23 67.23 68.05 67.76
S2 66.22 66.22 67.86
S3 64.16 65.17 67.67
S4 62.10 63.11 67.11
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 69.33 62.83 6.50 9.5% 2.10 3.1% 83% True False 22,491
10 69.33 61.38 7.95 11.7% 2.07 3.0% 86% True False 17,864
20 74.99 61.38 13.61 19.9% 2.33 3.4% 50% False False 13,442
40 75.83 61.38 14.45 21.2% 2.06 3.0% 47% False False 11,308
60 75.83 54.20 21.63 31.7% 1.86 2.7% 65% False False 9,574
80 75.83 54.20 21.63 31.7% 1.72 2.5% 65% False False 8,289
100 75.83 47.48 28.35 41.5% 1.74 2.5% 73% False False 7,587
120 75.83 45.87 29.96 43.9% 1.69 2.5% 75% False False 6,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.09
2.618 74.72
1.618 72.66
1.000 71.39
0.618 70.60
HIGH 69.33
0.618 68.54
0.500 68.30
0.382 68.06
LOW 67.27
0.618 66.00
1.000 65.21
1.618 63.94
2.618 61.88
4.250 58.52
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 68.30 67.82
PP 68.28 67.40
S1 68.26 66.98

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

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