NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 71.15 70.06 -1.09 -1.5% 66.94
High 71.91 70.24 -1.67 -2.3% 71.45
Low 69.65 66.41 -3.24 -4.7% 66.71
Close 70.46 66.90 -3.56 -5.1% 71.36
Range 2.26 3.83 1.57 69.5% 4.74
ATR 2.16 2.29 0.14 6.3% 0.00
Volume 33,631 20,416 -13,215 -39.3% 141,683
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.34 76.95 69.01
R3 75.51 73.12 67.95
R2 71.68 71.68 67.60
R1 69.29 69.29 67.25 68.57
PP 67.85 67.85 67.85 67.49
S1 65.46 65.46 66.55 64.74
S2 64.02 64.02 66.20
S3 60.19 61.63 65.85
S4 56.36 57.80 64.79
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 66.41 5.61 8.4% 2.31 3.5% 9% False True 32,091
10 72.02 64.02 8.00 12.0% 2.17 3.2% 36% False False 27,803
20 73.91 61.38 12.53 18.7% 2.24 3.3% 44% False False 20,552
40 75.83 61.38 14.45 21.6% 2.16 3.2% 38% False False 14,639
60 75.83 59.80 16.03 24.0% 1.95 2.9% 44% False False 12,132
80 75.83 54.20 21.63 32.3% 1.78 2.7% 59% False False 10,195
100 75.83 49.00 26.83 40.1% 1.79 2.7% 67% False False 9,143
120 75.83 45.87 29.96 44.8% 1.76 2.6% 70% False False 8,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 86.52
2.618 80.27
1.618 76.44
1.000 74.07
0.618 72.61
HIGH 70.24
0.618 68.78
0.500 68.33
0.382 67.87
LOW 66.41
0.618 64.04
1.000 62.58
1.618 60.21
2.618 56.38
4.250 50.13
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 68.33 69.22
PP 67.85 68.44
S1 67.38 67.67

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

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