NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 65.54 64.19 -1.35 -2.1% 69.25
High 65.65 64.91 -0.74 -1.1% 73.38
Low 63.40 62.21 -1.19 -1.9% 66.26
Close 64.05 62.93 -1.12 -1.7% 66.73
Range 2.25 2.70 0.45 20.0% 7.12
ATR 2.83 2.82 -0.01 -0.3% 0.00
Volume 243,250 256,986 13,736 5.6% 1,074,093
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.45 69.89 64.42
R3 68.75 67.19 63.67
R2 66.05 66.05 63.43
R1 64.49 64.49 63.18 63.92
PP 63.35 63.35 63.35 63.07
S1 61.79 61.79 62.68 61.22
S2 60.65 60.65 62.44
S3 57.95 59.09 62.19
S4 55.25 56.39 61.45
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.15 85.56 70.65
R3 83.03 78.44 68.69
R2 75.91 75.91 68.04
R1 71.32 71.32 67.38 70.06
PP 68.79 68.79 68.79 68.16
S1 64.20 64.20 66.08 62.94
S2 61.67 61.67 65.42
S3 54.55 57.08 64.77
S4 47.43 49.96 62.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.38 62.21 11.17 17.7% 3.25 5.2% 6% False True 273,260
10 73.38 62.21 11.17 17.7% 3.02 4.8% 6% False True 263,049
20 73.90 62.21 11.69 18.6% 2.68 4.3% 6% False True 204,674
40 73.90 57.52 16.38 26.0% 2.49 4.0% 33% False False 133,567
60 73.90 50.76 23.14 36.8% 2.37 3.8% 53% False False 98,096
80 73.90 47.14 26.76 42.5% 2.38 3.8% 59% False False 76,204
100 73.90 43.34 30.56 48.6% 2.34 3.7% 64% False False 62,928
120 73.90 43.34 30.56 48.6% 2.29 3.6% 64% False False 53,455
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.39
2.618 71.98
1.618 69.28
1.000 67.61
0.618 66.58
HIGH 64.91
0.618 63.88
0.500 63.56
0.382 63.24
LOW 62.21
0.618 60.54
1.000 59.51
1.618 57.84
2.618 55.14
4.250 50.74
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 63.56 65.98
PP 63.35 64.96
S1 63.14 63.95

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

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