NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 64.46 64.30 -0.16 -0.2% 69.61
High 65.46 64.72 -0.74 -1.1% 69.61
Low 63.28 62.76 -0.52 -0.8% 62.76
Close 64.47 63.73 -0.74 -1.1% 63.73
Range 2.18 1.96 -0.22 -10.1% 6.85
ATR 2.52 2.48 -0.04 -1.6% 0.00
Volume 51,734 34,325 -17,409 -33.7% 213,039
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.62 68.63 64.81
R3 67.66 66.67 64.27
R2 65.70 65.70 64.09
R1 64.71 64.71 63.91 64.23
PP 63.74 63.74 63.74 63.49
S1 62.75 62.75 63.55 62.27
S2 61.78 61.78 63.37
S3 59.82 60.79 63.19
S4 57.86 58.83 62.65
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.92 81.67 67.50
R3 79.07 74.82 65.61
R2 72.22 72.22 64.99
R1 67.97 67.97 64.36 66.67
PP 65.37 65.37 65.37 64.72
S1 61.12 61.12 63.10 59.82
S2 58.52 58.52 62.47
S3 51.67 54.27 61.85
S4 44.82 47.42 59.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.61 62.76 6.85 10.7% 2.36 3.7% 14% False True 42,607
10 75.85 62.76 13.09 20.5% 2.73 4.3% 7% False True 39,412
20 76.02 62.76 13.26 20.8% 2.54 4.0% 7% False True 35,600
40 76.50 60.66 15.84 24.9% 2.28 3.6% 19% False False 34,166
60 76.50 54.92 21.58 33.9% 2.14 3.4% 41% False False 29,698
80 76.50 54.32 22.18 34.8% 2.21 3.5% 42% False False 27,634
100 76.50 46.14 30.36 47.6% 2.28 3.6% 58% False False 26,611
120 76.50 46.14 30.36 47.6% 2.29 3.6% 58% False False 25,498
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 0.68
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 73.05
2.618 69.85
1.618 67.89
1.000 66.68
0.618 65.93
HIGH 64.72
0.618 63.97
0.500 63.74
0.382 63.51
LOW 62.76
0.618 61.55
1.000 60.80
1.618 59.59
2.618 57.63
4.250 54.43
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 63.74 64.51
PP 63.74 64.25
S1 63.73 63.99

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

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