NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 63.80 65.92 2.12 3.3% 69.61
High 66.15 66.62 0.47 0.7% 69.61
Low 63.80 65.00 1.20 1.9% 62.76
Close 65.77 66.52 0.75 1.1% 63.73
Range 2.35 1.62 -0.73 -31.1% 6.85
ATR 2.45 2.39 -0.06 -2.4% 0.00
Volume 40,541 54,918 14,377 35.5% 213,039
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.91 70.33 67.41
R3 69.29 68.71 66.97
R2 67.67 67.67 66.82
R1 67.09 67.09 66.67 67.38
PP 66.05 66.05 66.05 66.19
S1 65.47 65.47 66.37 65.76
S2 64.43 64.43 66.22
S3 62.81 63.85 66.07
S4 61.19 62.23 65.63
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 66.62 62.21 4.41 6.6% 2.01 3.0% 98% True False 39,100
10 72.64 62.21 10.43 15.7% 2.28 3.4% 41% False False 42,091
20 75.85 62.21 13.64 20.5% 2.51 3.8% 32% False False 37,104
40 76.50 62.21 14.29 21.5% 2.25 3.4% 30% False False 35,905
60 76.50 54.92 21.58 32.4% 2.15 3.2% 54% False False 31,418
80 76.50 54.92 21.58 32.4% 2.18 3.3% 54% False False 28,400
100 76.50 48.00 28.50 42.8% 2.25 3.4% 65% False False 27,313
120 76.50 46.14 30.36 45.6% 2.26 3.4% 67% False False 26,042
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 0.37
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 73.51
2.618 70.86
1.618 69.24
1.000 68.24
0.618 67.62
HIGH 66.62
0.618 66.00
0.500 65.81
0.382 65.62
LOW 65.00
0.618 64.00
1.000 63.38
1.618 62.38
2.618 60.76
4.250 58.12
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 66.28 65.93
PP 66.05 65.35
S1 65.81 64.76

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

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