NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 72.08 71.10 -0.98 -1.4% 67.72
High 72.86 71.27 -1.59 -2.2% 72.63
Low 70.62 67.58 -3.04 -4.3% 67.72
Close 71.46 68.10 -3.36 -4.7% 72.52
Range 2.24 3.69 1.45 64.7% 4.91
ATR 2.22 2.34 0.12 5.3% 0.00
Volume 40,195 37,547 -2,648 -6.6% 249,072
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.05 77.77 70.13
R3 76.36 74.08 69.11
R2 72.67 72.67 68.78
R1 70.39 70.39 68.44 69.69
PP 68.98 68.98 68.98 68.63
S1 66.70 66.70 67.76 66.00
S2 65.29 65.29 67.42
S3 61.60 63.01 67.09
S4 57.91 59.32 66.07
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.69 84.01 75.22
R3 80.78 79.10 73.87
R2 75.87 75.87 73.42
R1 74.19 74.19 72.97 75.03
PP 70.96 70.96 70.96 71.38
S1 69.28 69.28 72.07 70.12
S2 66.05 66.05 71.62
S3 61.14 64.37 71.17
S4 56.23 59.46 69.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.15 67.58 5.57 8.2% 2.27 3.3% 9% False True 48,156
10 73.15 65.00 8.15 12.0% 2.17 3.2% 38% False False 46,792
20 74.38 62.21 12.17 17.9% 2.29 3.4% 48% False False 43,669
40 76.50 62.21 14.29 21.0% 2.34 3.4% 41% False False 39,840
60 76.50 60.51 15.99 23.5% 2.19 3.2% 47% False False 35,356
80 76.50 54.92 21.58 31.7% 2.18 3.2% 61% False False 30,950
100 76.50 49.46 27.04 39.7% 2.24 3.3% 69% False False 29,395
120 76.50 46.14 30.36 44.6% 2.28 3.3% 72% False False 28,131
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 0.48
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 86.95
2.618 80.93
1.618 77.24
1.000 74.96
0.618 73.55
HIGH 71.27
0.618 69.86
0.500 69.43
0.382 68.99
LOW 67.58
0.618 65.30
1.000 63.89
1.618 61.61
2.618 57.92
4.250 51.90
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 69.43 70.37
PP 68.98 69.61
S1 68.54 68.86

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

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