NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 67.72 69.00 1.28 1.9% 63.76
High 69.44 70.36 0.92 1.3% 68.41
Low 67.72 68.30 0.58 0.9% 62.21
Close 69.10 69.27 0.17 0.2% 68.03
Range 1.72 2.06 0.34 19.8% 6.20
ATR 2.37 2.35 -0.02 -0.9% 0.00
Volume 39,123 40,089 966 2.5% 212,888
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.49 74.44 70.40
R3 73.43 72.38 69.84
R2 71.37 71.37 69.65
R1 70.32 70.32 69.46 70.85
PP 69.31 69.31 69.31 69.57
S1 68.26 68.26 69.08 68.79
S2 67.25 67.25 68.89
S3 65.19 66.20 68.70
S4 63.13 64.14 68.14
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 70.36 63.80 6.56 9.5% 2.11 3.0% 83% True False 45,276
10 70.36 62.21 8.15 11.8% 2.12 3.1% 87% True False 41,013
20 75.85 62.21 13.64 19.7% 2.44 3.5% 52% False False 38,992
40 76.50 62.21 14.29 20.6% 2.30 3.3% 49% False False 37,470
60 76.50 54.92 21.58 31.2% 2.18 3.1% 66% False False 32,558
80 76.50 54.92 21.58 31.2% 2.20 3.2% 66% False False 29,081
100 76.50 48.00 28.50 41.1% 2.25 3.3% 75% False False 27,943
120 76.50 46.14 30.36 43.8% 2.25 3.2% 76% False False 26,593
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.12
2.618 75.75
1.618 73.69
1.000 72.42
0.618 71.63
HIGH 70.36
0.618 69.57
0.500 69.33
0.382 69.09
LOW 68.30
0.618 67.03
1.000 66.24
1.618 64.97
2.618 62.91
4.250 59.55
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 69.33 68.84
PP 69.31 68.42
S1 69.29 67.99

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

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