NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 62.90 63.80 0.90 1.4% 69.61
High 64.90 66.15 1.25 1.9% 69.61
Low 62.90 63.80 0.90 1.4% 62.76
Close 63.37 65.77 2.40 3.8% 63.73
Range 2.00 2.35 0.35 17.5% 6.85
ATR 2.42 2.45 0.03 1.0% 0.00
Volume 31,256 40,541 9,285 29.7% 213,039
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.29 71.38 67.06
R3 69.94 69.03 66.42
R2 67.59 67.59 66.20
R1 66.68 66.68 65.99 67.14
PP 65.24 65.24 65.24 65.47
S1 64.33 64.33 65.55 64.79
S2 62.89 62.89 65.34
S3 60.54 61.98 65.12
S4 58.19 59.63 64.48
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 66.15 62.21 3.94 6.0% 2.12 3.2% 90% True False 38,463
10 74.38 62.21 12.17 18.5% 2.41 3.7% 29% False False 40,546
20 75.85 62.21 13.64 20.7% 2.52 3.8% 26% False False 36,057
40 76.50 62.21 14.29 21.7% 2.26 3.4% 25% False False 34,908
60 76.50 54.92 21.58 32.8% 2.16 3.3% 50% False False 30,807
80 76.50 54.92 21.58 32.8% 2.19 3.3% 50% False False 28,004
100 76.50 47.81 28.69 43.6% 2.26 3.4% 63% False False 26,938
120 76.50 46.14 30.36 46.2% 2.28 3.5% 65% False False 25,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.14
2.618 72.30
1.618 69.95
1.000 68.50
0.618 67.60
HIGH 66.15
0.618 65.25
0.500 64.98
0.382 64.70
LOW 63.80
0.618 62.35
1.000 61.45
1.618 60.00
2.618 57.65
4.250 53.81
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 65.51 65.24
PP 65.24 64.71
S1 64.98 64.18

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

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