NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 67.80 68.32 0.52 0.8% 62.89
High 68.75 70.67 1.92 2.8% 67.40
Low 66.75 68.06 1.31 2.0% 61.38
Close 68.53 70.41 1.88 2.7% 67.05
Range 2.00 2.61 0.61 30.5% 6.02
ATR 2.24 2.26 0.03 1.2% 0.00
Volume 23,877 38,308 14,431 60.4% 95,844
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.54 76.59 71.85
R3 74.93 73.98 71.13
R2 72.32 72.32 70.89
R1 71.37 71.37 70.65 71.85
PP 69.71 69.71 69.71 69.95
S1 68.76 68.76 70.17 69.24
S2 67.10 67.10 69.93
S3 64.49 66.15 69.69
S4 61.88 63.54 68.97
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 70.67 64.62 6.05 8.6% 2.22 3.2% 96% True False 25,620
10 70.67 61.38 9.29 13.2% 2.08 3.0% 97% True False 21,166
20 74.99 61.38 13.61 19.3% 2.35 3.3% 66% False False 15,895
40 75.83 61.38 14.45 20.5% 2.09 3.0% 62% False False 12,506
60 75.83 55.68 20.15 28.6% 1.90 2.7% 73% False False 10,418
80 75.83 54.20 21.63 30.7% 1.74 2.5% 75% False False 8,963
100 75.83 47.48 28.35 40.3% 1.75 2.5% 81% False False 8,096
120 75.83 45.87 29.96 42.6% 1.71 2.4% 82% False False 7,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.76
2.618 77.50
1.618 74.89
1.000 73.28
0.618 72.28
HIGH 70.67
0.618 69.67
0.500 69.37
0.382 69.06
LOW 68.06
0.618 66.45
1.000 65.45
1.618 63.84
2.618 61.23
4.250 56.97
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 70.06 69.84
PP 69.71 69.28
S1 69.37 68.71

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

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