NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 67.70 65.91 -1.79 -2.6% 71.87
High 68.28 66.25 -2.03 -3.0% 75.85
Low 65.81 63.85 -1.96 -3.0% 69.69
Close 66.44 64.03 -2.41 -3.6% 70.16
Range 2.47 2.40 -0.07 -2.8% 6.16
ATR 2.55 2.55 0.00 0.1% 0.00
Volume 45,867 31,972 -13,895 -30.3% 135,338
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.91 70.37 65.35
R3 69.51 67.97 64.69
R2 67.11 67.11 64.47
R1 65.57 65.57 64.25 65.14
PP 64.71 64.71 64.71 64.50
S1 63.17 63.17 63.81 62.74
S2 62.31 62.31 63.59
S3 59.91 60.77 63.37
S4 57.51 58.37 62.71
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.38 86.43 73.55
R3 84.22 80.27 71.85
R2 78.06 78.06 71.29
R1 74.11 74.11 70.72 73.01
PP 71.90 71.90 71.90 71.35
S1 67.95 67.95 69.60 66.85
S2 65.74 65.74 69.03
S3 59.58 61.79 68.47
S4 53.42 55.63 66.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.38 63.85 10.53 16.4% 2.70 4.2% 2% False True 42,628
10 75.85 63.85 12.00 18.7% 2.71 4.2% 2% False True 36,357
20 76.50 63.85 12.65 19.8% 2.48 3.9% 1% False True 34,935
40 76.50 60.66 15.84 24.7% 2.26 3.5% 21% False False 33,005
60 76.50 54.92 21.58 33.7% 2.14 3.3% 42% False False 28,713
80 76.50 50.50 26.00 40.6% 2.24 3.5% 52% False False 26,980
100 76.50 46.14 30.36 47.4% 2.30 3.6% 59% False False 26,145
120 76.50 46.14 30.36 47.4% 2.30 3.6% 59% False False 25,075
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 76.45
2.618 72.53
1.618 70.13
1.000 68.65
0.618 67.73
HIGH 66.25
0.618 65.33
0.500 65.05
0.382 64.77
LOW 63.85
0.618 62.37
1.000 61.45
1.618 59.97
2.618 57.57
4.250 53.65
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 65.05 66.73
PP 64.71 65.83
S1 64.37 64.93

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

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