NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 69.98 72.50 2.52 3.6% 70.99
High 72.63 74.59 1.96 2.7% 72.63
Low 68.47 72.10 3.63 5.3% 66.41
Close 72.40 74.27 1.87 2.6% 72.40
Range 4.16 2.49 -1.67 -40.1% 6.22
ATR 2.54 2.54 0.00 -0.1% 0.00
Volume 38,874 45,281 6,407 16.5% 159,203
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.12 80.19 75.64
R3 78.63 77.70 74.95
R2 76.14 76.14 74.73
R1 75.21 75.21 74.50 75.68
PP 73.65 73.65 73.65 73.89
S1 72.72 72.72 74.04 73.19
S2 71.16 71.16 73.81
S3 68.67 70.23 73.59
S4 66.18 67.74 72.90
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.14 86.99 75.82
R3 82.92 80.77 74.11
R2 76.70 76.70 73.54
R1 74.55 74.55 72.97 75.63
PP 70.48 70.48 70.48 71.02
S1 68.33 68.33 71.83 69.41
S2 64.26 64.26 71.26
S3 58.04 62.11 70.69
S4 51.82 55.89 68.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.59 66.41 8.18 11.0% 3.35 4.5% 96% True False 35,053
10 74.59 66.41 8.18 11.0% 2.63 3.5% 96% True False 33,073
20 74.59 61.38 13.21 17.8% 2.37 3.2% 98% True False 24,858
40 75.83 61.38 14.45 19.5% 2.27 3.1% 89% False False 16,751
60 75.83 59.95 15.88 21.4% 2.06 2.8% 90% False False 13,783
80 75.83 54.20 21.63 29.1% 1.86 2.5% 93% False False 11,550
100 75.83 49.44 26.39 35.5% 1.83 2.5% 94% False False 10,227
120 75.83 45.87 29.96 40.3% 1.80 2.4% 95% False False 9,257
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 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 81.11
1.618 78.62
1.000 77.08
0.618 76.13
HIGH 74.59
0.618 73.64
0.500 73.35
0.382 73.05
LOW 72.10
0.618 70.56
1.000 69.61
1.618 68.07
2.618 65.58
4.250 61.52
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 73.96 73.05
PP 73.65 71.84
S1 73.35 70.62

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

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