NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 69.85 70.99 1.14 1.6% 66.94
High 71.45 72.02 0.57 0.8% 71.45
Low 69.71 70.90 1.19 1.7% 66.71
Close 71.36 71.48 0.12 0.2% 71.36
Range 1.74 1.12 -0.62 -35.6% 4.74
ATR 2.23 2.15 -0.08 -3.6% 0.00
Volume 38,889 29,215 -9,674 -24.9% 141,683
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.83 74.27 72.10
R3 73.71 73.15 71.79
R2 72.59 72.59 71.69
R1 72.03 72.03 71.58 72.31
PP 71.47 71.47 71.47 71.61
S1 70.91 70.91 71.38 71.19
S2 70.35 70.35 71.27
S3 69.23 69.79 71.17
S4 68.11 68.67 70.86
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 72.02 66.75 5.27 7.4% 1.91 2.7% 90% True False 31,093
10 72.02 62.26 9.76 13.7% 1.97 2.8% 94% True False 25,401
20 74.99 61.38 13.61 19.0% 2.28 3.2% 74% False False 18,498
40 75.83 61.38 14.45 20.2% 2.07 2.9% 70% False False 13,787
60 75.83 55.83 20.00 28.0% 1.92 2.7% 78% False False 11,396
80 75.83 54.20 21.63 30.3% 1.74 2.4% 80% False False 9,685
100 75.83 49.00 26.83 37.5% 1.75 2.4% 84% False False 8,699
120 75.83 45.87 29.96 41.9% 1.73 2.4% 85% False False 7,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 76.78
2.618 74.95
1.618 73.83
1.000 73.14
0.618 72.71
HIGH 72.02
0.618 71.59
0.500 71.46
0.382 71.33
LOW 70.90
0.618 70.21
1.000 69.78
1.618 69.09
2.618 67.97
4.250 66.14
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 71.47 71.00
PP 71.47 70.52
S1 71.46 70.04

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

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