NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 68.96 69.64 0.68 1.0% 63.76
High 69.99 71.89 1.90 2.7% 68.41
Low 67.88 69.46 1.58 2.3% 62.21
Close 69.75 71.59 1.84 2.6% 68.03
Range 2.11 2.43 0.32 15.2% 6.20
ATR 2.33 2.34 0.01 0.3% 0.00
Volume 41,298 62,179 20,881 50.6% 212,888
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.27 77.36 72.93
R3 75.84 74.93 72.26
R2 73.41 73.41 72.04
R1 72.50 72.50 71.81 72.96
PP 70.98 70.98 70.98 71.21
S1 70.07 70.07 71.37 70.53
S2 68.55 68.55 71.14
S3 66.12 67.64 70.92
S4 63.69 65.21 70.25
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 71.89 65.62 6.27 8.8% 2.22 3.1% 95% True False 46,880
10 71.89 62.21 9.68 13.5% 2.11 3.0% 97% True False 42,990
20 75.85 62.21 13.64 19.1% 2.43 3.4% 69% False False 40,995
40 76.50 62.21 14.29 20.0% 2.32 3.2% 66% False False 38,803
60 76.50 55.70 20.80 29.1% 2.19 3.1% 76% False False 33,620
80 76.50 54.92 21.58 30.1% 2.20 3.1% 77% False False 30,016
100 76.50 48.00 28.50 39.8% 2.24 3.1% 83% False False 28,491
120 76.50 46.14 30.36 42.4% 2.26 3.2% 84% False False 27,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.22
2.618 78.25
1.618 75.82
1.000 74.32
0.618 73.39
HIGH 71.89
0.618 70.96
0.500 70.68
0.382 70.39
LOW 69.46
0.618 67.96
1.000 67.03
1.618 65.53
2.618 63.10
4.250 59.13
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 71.29 71.02
PP 70.98 70.45
S1 70.68 69.89

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

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