NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 65.91 64.46 -1.45 -2.2% 71.87
High 66.25 65.46 -0.79 -1.2% 75.85
Low 63.85 63.28 -0.57 -0.9% 69.69
Close 64.03 64.47 0.44 0.7% 70.16
Range 2.40 2.18 -0.22 -9.2% 6.16
ATR 2.55 2.52 -0.03 -1.0% 0.00
Volume 31,972 51,734 19,762 61.8% 135,338
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.94 69.89 65.67
R3 68.76 67.71 65.07
R2 66.58 66.58 64.87
R1 65.53 65.53 64.67 66.06
PP 64.40 64.40 64.40 64.67
S1 63.35 63.35 64.27 63.88
S2 62.22 62.22 64.07
S3 60.04 61.17 63.87
S4 57.86 58.99 63.27
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 72.64 63.28 9.36 14.5% 2.56 4.0% 13% False True 45,082
10 75.85 63.28 12.57 19.5% 2.75 4.3% 9% False True 39,001
20 76.50 63.28 13.22 20.5% 2.53 3.9% 9% False True 36,028
40 76.50 60.66 15.84 24.6% 2.28 3.5% 24% False False 33,837
60 76.50 54.92 21.58 33.5% 2.14 3.3% 44% False False 29,340
80 76.50 52.35 24.15 37.5% 2.23 3.5% 50% False False 27,433
100 76.50 46.14 30.36 47.1% 2.31 3.6% 60% False False 26,460
120 76.50 46.14 30.36 47.1% 2.29 3.6% 60% False False 25,372
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 0.64
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 74.73
2.618 71.17
1.618 68.99
1.000 67.64
0.618 66.81
HIGH 65.46
0.618 64.63
0.500 64.37
0.382 64.11
LOW 63.28
0.618 61.93
1.000 61.10
1.618 59.75
2.618 57.57
4.250 54.02
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 64.44 65.78
PP 64.40 65.34
S1 64.37 64.91

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

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