NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 61.51 60.80 -0.71 -1.2% 66.60
High 61.91 61.60 -0.31 -0.5% 66.60
Low 59.82 59.30 -0.52 -0.9% 59.82
Close 60.88 60.56 -0.32 -0.5% 60.88
Range 2.09 2.30 0.21 10.0% 6.78
ATR 2.59 2.57 -0.02 -0.8% 0.00
Volume 131,719 123,880 -7,839 -6.0% 515,305
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.39 66.27 61.83
R3 65.09 63.97 61.19
R2 62.79 62.79 60.98
R1 61.67 61.67 60.77 61.08
PP 60.49 60.49 60.49 60.19
S1 59.37 59.37 60.35 58.78
S2 58.19 58.19 60.14
S3 55.89 57.07 59.93
S4 53.59 54.77 59.30
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.77 78.61 64.61
R3 75.99 71.83 62.74
R2 69.21 69.21 62.12
R1 65.05 65.05 61.50 63.74
PP 62.43 62.43 62.43 61.78
S1 58.27 58.27 60.26 56.96
S2 55.65 55.65 59.64
S3 48.87 51.49 59.02
S4 42.09 44.71 57.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.84 59.30 6.54 10.8% 2.41 4.0% 19% False True 113,343
10 74.25 59.30 14.95 24.7% 2.71 4.5% 8% False True 95,124
20 74.25 59.30 14.95 24.7% 2.72 4.5% 8% False True 71,294
40 74.66 58.36 16.30 26.9% 2.45 4.0% 13% False False 53,872
60 74.66 51.96 22.70 37.5% 2.32 3.8% 38% False False 41,421
80 74.66 51.96 22.70 37.5% 2.18 3.6% 38% False False 33,611
100 74.66 44.76 29.90 49.4% 2.25 3.7% 53% False False 28,685
120 74.66 44.19 30.47 50.3% 2.22 3.7% 54% False False 24,759
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.38
2.618 67.62
1.618 65.32
1.000 63.90
0.618 63.02
HIGH 61.60
0.618 60.72
0.500 60.45
0.382 60.18
LOW 59.30
0.618 57.88
1.000 57.00
1.618 55.58
2.618 53.28
4.250 49.53
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 60.52 60.98
PP 60.49 60.84
S1 60.45 60.70

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

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