NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 68.32 69.85 1.53 2.2% 66.94
High 70.67 71.45 0.78 1.1% 71.45
Low 68.06 69.71 1.65 2.4% 66.71
Close 70.41 71.36 0.95 1.3% 71.36
Range 2.61 1.74 -0.87 -33.3% 4.74
ATR 2.26 2.23 -0.04 -1.7% 0.00
Volume 38,308 38,889 581 1.5% 141,683
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.06 75.45 72.32
R3 74.32 73.71 71.84
R2 72.58 72.58 71.68
R1 71.97 71.97 71.52 72.28
PP 70.84 70.84 70.84 70.99
S1 70.23 70.23 71.20 70.54
S2 69.10 69.10 71.04
S3 67.36 68.49 70.88
S4 65.62 66.75 70.40
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 84.06 82.45 73.97
R3 79.32 77.71 72.66
R2 74.58 74.58 72.23
R1 72.97 72.97 71.79 73.78
PP 69.84 69.84 69.84 70.24
S1 68.23 68.23 70.93 69.04
S2 65.10 65.10 70.49
S3 60.36 63.49 70.06
S4 55.62 58.75 68.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.45 66.71 4.74 6.6% 2.02 2.8% 98% True False 28,336
10 71.45 61.38 10.07 14.1% 2.07 2.9% 99% True False 23,752
20 74.99 61.38 13.61 19.1% 2.34 3.3% 73% False False 17,455
40 75.83 61.38 14.45 20.2% 2.07 2.9% 69% False False 13,298
60 75.83 55.83 20.00 28.0% 1.91 2.7% 78% False False 11,011
80 75.83 54.20 21.63 30.3% 1.74 2.4% 79% False False 9,392
100 75.83 49.00 26.83 37.6% 1.75 2.5% 83% False False 8,456
120 75.83 45.87 29.96 42.0% 1.72 2.4% 85% False False 7,683
Crabel Price Patterns
NR True
NR4 True
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.85
2.618 76.01
1.618 74.27
1.000 73.19
0.618 72.53
HIGH 71.45
0.618 70.79
0.500 70.58
0.382 70.37
LOW 69.71
0.618 68.63
1.000 67.97
1.618 66.89
2.618 65.15
4.250 62.32
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 71.10 70.61
PP 70.84 69.85
S1 70.58 69.10

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

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