NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 65.92 66.55 0.63 1.0% 63.76
High 66.62 68.41 1.79 2.7% 68.41
Low 65.00 65.62 0.62 1.0% 62.21
Close 66.52 68.03 1.51 2.3% 68.03
Range 1.62 2.79 1.17 72.2% 6.20
ATR 2.39 2.42 0.03 1.2% 0.00
Volume 54,918 51,713 -3,205 -5.8% 212,888
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.72 74.67 69.56
R3 72.93 71.88 68.80
R2 70.14 70.14 68.54
R1 69.09 69.09 68.29 69.62
PP 67.35 67.35 67.35 67.62
S1 66.30 66.30 67.77 66.83
S2 64.56 64.56 67.52
S3 61.77 63.51 67.26
S4 58.98 60.72 66.50
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 84.82 82.62 71.44
R3 78.62 76.42 69.74
R2 72.42 72.42 69.17
R1 70.22 70.22 68.60 71.32
PP 66.22 66.22 66.22 66.77
S1 64.02 64.02 67.46 65.12
S2 60.02 60.02 66.89
S3 53.82 57.82 66.33
S4 47.62 51.62 64.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.41 62.21 6.20 9.1% 2.17 3.2% 94% True False 42,577
10 69.61 62.21 7.40 10.9% 2.27 3.3% 79% False False 42,592
20 75.85 62.21 13.64 20.0% 2.57 3.8% 43% False False 38,207
40 76.50 62.21 14.29 21.0% 2.28 3.4% 41% False False 36,692
60 76.50 54.92 21.58 31.7% 2.17 3.2% 61% False False 31,935
80 76.50 54.92 21.58 31.7% 2.20 3.2% 61% False False 28,770
100 76.50 48.00 28.50 41.9% 2.26 3.3% 70% False False 27,648
120 76.50 46.14 30.36 44.6% 2.27 3.3% 72% False False 26,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 80.27
2.618 75.71
1.618 72.92
1.000 71.20
0.618 70.13
HIGH 68.41
0.618 67.34
0.500 67.02
0.382 66.69
LOW 65.62
0.618 63.90
1.000 62.83
1.618 61.11
2.618 58.32
4.250 53.76
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 67.69 67.39
PP 67.35 66.75
S1 67.02 66.11

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

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