NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 69.00 68.96 -0.04 -0.1% 63.76
High 70.36 69.99 -0.37 -0.5% 68.41
Low 68.30 67.88 -0.42 -0.6% 62.21
Close 69.27 69.75 0.48 0.7% 68.03
Range 2.06 2.11 0.05 2.4% 6.20
ATR 2.35 2.33 -0.02 -0.7% 0.00
Volume 40,089 41,298 1,209 3.0% 212,888
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.54 74.75 70.91
R3 73.43 72.64 70.33
R2 71.32 71.32 70.14
R1 70.53 70.53 69.94 70.93
PP 69.21 69.21 69.21 69.40
S1 68.42 68.42 69.56 68.82
S2 67.10 67.10 69.36
S3 64.99 66.31 69.17
S4 62.88 64.20 68.59
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 65.00 5.36 7.7% 2.06 3.0% 89% False False 45,428
10 70.36 62.21 8.15 11.7% 2.09 3.0% 93% False False 41,945
20 75.85 62.21 13.64 19.6% 2.40 3.4% 55% False False 39,151
40 76.50 62.21 14.29 20.5% 2.30 3.3% 53% False False 38,044
60 76.50 55.21 21.29 30.5% 2.17 3.1% 68% False False 32,870
80 76.50 54.92 21.58 30.9% 2.20 3.2% 69% False False 29,426
100 76.50 48.00 28.50 40.9% 2.25 3.2% 76% False False 28,072
120 76.50 46.14 30.36 43.5% 2.25 3.2% 78% False False 26,784
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.96
2.618 75.51
1.618 73.40
1.000 72.10
0.618 71.29
HIGH 69.99
0.618 69.18
0.500 68.94
0.382 68.69
LOW 67.88
0.618 66.58
1.000 65.77
1.618 64.47
2.618 62.36
4.250 58.91
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 69.48 69.51
PP 69.21 69.28
S1 68.94 69.04

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

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