NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 64.30 63.76 -0.54 -0.8% 69.61
High 64.72 64.31 -0.41 -0.6% 69.61
Low 62.76 62.21 -0.55 -0.9% 62.76
Close 63.73 63.41 -0.32 -0.5% 63.73
Range 1.96 2.10 0.14 7.1% 6.85
ATR 2.48 2.46 -0.03 -1.1% 0.00
Volume 34,325 34,460 135 0.4% 213,039
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.61 68.61 64.57
R3 67.51 66.51 63.99
R2 65.41 65.41 63.80
R1 64.41 64.41 63.60 63.86
PP 63.31 63.31 63.31 63.04
S1 62.31 62.31 63.22 61.76
S2 61.21 61.21 63.03
S3 59.11 60.21 62.83
S4 57.01 58.11 62.26
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 68.28 62.21 6.07 9.6% 2.22 3.5% 20% False True 39,671
10 75.85 62.21 13.64 21.5% 2.70 4.3% 9% False True 38,283
20 76.02 62.21 13.81 21.8% 2.57 4.0% 9% False True 35,254
40 76.50 60.66 15.84 25.0% 2.28 3.6% 17% False False 34,424
60 76.50 54.92 21.58 34.0% 2.16 3.4% 39% False False 30,021
80 76.50 54.92 21.58 34.0% 2.20 3.5% 39% False False 27,751
100 76.50 46.14 30.36 47.9% 2.27 3.6% 57% False False 26,754
120 76.50 46.14 30.36 47.9% 2.28 3.6% 57% False False 25,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.24
2.618 69.81
1.618 67.71
1.000 66.41
0.618 65.61
HIGH 64.31
0.618 63.51
0.500 63.26
0.382 63.01
LOW 62.21
0.618 60.91
1.000 60.11
1.618 58.81
2.618 56.71
4.250 53.29
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 63.36 63.84
PP 63.31 63.69
S1 63.26 63.55

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

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