NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	59.86	60.14	0.28	0.5%	65.54
High	60.67	61.46	0.79	1.3%	65.65
Low	58.32	59.15	0.83	1.4%	58.72
Close	59.69	59.52	-0.17	-0.3%	59.89
Range	2.35	2.31	-0.04	-1.7%	6.93
ATR	2.72	2.69	-0.03	-1.1%	0.00
Volume	264,745	301,907	37,162	14.0%	1,412,352

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.97	65.56	60.79
R3	64.66	63.25	60.16
R2	62.35	62.35	59.94
R1	60.94	60.94	59.73	60.49
PP	60.04	60.04	60.04	59.82
S1	58.63	58.63	59.31	58.18
S2	57.73	57.73	59.10
S3	55.42	56.32	58.88
S4	53.11	54.01	58.25

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.21	77.98	63.70
R3	75.28	71.05	61.80
R2	68.35	68.35	61.16
R1	64.12	64.12	60.53	62.77
PP	61.42	61.42	61.42	60.75
S1	57.19	57.19	59.25	55.84
S2	54.49	54.49	58.62
S3	47.56	50.26	57.98
S4	40.63	43.33	56.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.68	58.32	4.36	7.3%	2.37	4.0%	28%	False	False	295,753
10	73.38	58.32	15.06	25.3%	2.81	4.7%	8%	False	False	284,507
20	73.42	58.32	15.10	25.4%	2.79	4.7%	8%	False	False	244,187
40	73.90	57.57	16.33	27.4%	2.52	4.2%	12%	False	False	165,347
60	73.90	50.76	23.14	38.9%	2.40	4.0%	38%	False	False	121,219
80	73.90	50.76	23.14	38.9%	2.35	3.9%	38%	False	False	94,164
100	73.90	43.34	30.56	51.3%	2.37	4.0%	53%	False	False	77,322
120	73.90	43.34	30.56	51.3%	2.30	3.9%	53%	False	False	65,572

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.28
2.618	67.51
1.618	65.20
1.000	63.77
0.618	62.89
HIGH	61.46
0.618	60.58
0.500	60.31
0.382	60.03
LOW	59.15
0.618	57.72
1.000	56.84
1.618	55.41
2.618	53.10
4.250	49.33

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	60.31	59.89
PP	60.04	59.77
S1	59.78	59.64

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols