NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 66.55 67.72 1.17 1.8% 63.76
High 68.41 69.44 1.03 1.5% 68.41
Low 65.62 67.72 2.10 3.2% 62.21
Close 68.03 69.10 1.07 1.6% 68.03
Range 2.79 1.72 -1.07 -38.4% 6.20
ATR 2.42 2.37 -0.05 -2.1% 0.00
Volume 51,713 39,123 -12,590 -24.3% 212,888
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.91 73.23 70.05
R3 72.19 71.51 69.57
R2 70.47 70.47 69.42
R1 69.79 69.79 69.26 70.13
PP 68.75 68.75 68.75 68.93
S1 68.07 68.07 68.94 68.41
S2 67.03 67.03 68.78
S3 65.31 66.35 68.63
S4 63.59 64.63 68.15
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 69.44 62.90 6.54 9.5% 2.10 3.0% 95% True False 43,510
10 69.44 62.21 7.23 10.5% 2.16 3.1% 95% True False 41,590
20 75.85 62.21 13.64 19.7% 2.51 3.6% 51% False False 38,777
40 76.50 62.21 14.29 20.7% 2.29 3.3% 48% False False 37,005
60 76.50 54.92 21.58 31.2% 2.18 3.2% 66% False False 32,242
80 76.50 54.92 21.58 31.2% 2.20 3.2% 66% False False 28,944
100 76.50 48.00 28.50 41.2% 2.26 3.3% 74% False False 27,826
120 76.50 46.14 30.36 43.9% 2.26 3.3% 76% False False 26,427
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.75
2.618 73.94
1.618 72.22
1.000 71.16
0.618 70.50
HIGH 69.44
0.618 68.78
0.500 68.58
0.382 68.38
LOW 67.72
0.618 66.66
1.000 66.00
1.618 64.94
2.618 63.22
4.250 60.41
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 68.93 68.47
PP 68.75 67.85
S1 68.58 67.22

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

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