NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 64.37 65.36 0.99 1.5% 60.80
High 65.90 66.68 0.78 1.2% 65.00
Low 64.20 64.62 0.42 0.7% 59.30
Close 65.29 65.61 0.32 0.5% 64.58
Range 1.70 2.06 0.36 21.2% 5.70
ATR 2.47 2.44 -0.03 -1.2% 0.00
Volume 191,848 254,703 62,855 32.8% 734,328
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.82 70.77 66.74
R3 69.76 68.71 66.18
R2 67.70 67.70 65.99
R1 66.65 66.65 65.80 67.18
PP 65.64 65.64 65.64 65.90
S1 64.59 64.59 65.42 65.12
S2 63.58 63.58 65.23
S3 61.52 62.53 65.04
S4 59.46 60.47 64.48
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.06 78.02 67.72
R3 74.36 72.32 66.15
R2 68.66 68.66 65.63
R1 66.62 66.62 65.10 67.64
PP 62.96 62.96 62.96 63.47
S1 60.92 60.92 64.06 61.94
S2 57.26 57.26 63.54
S3 51.56 55.22 63.01
S4 45.86 49.52 61.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.68 60.55 6.13 9.3% 2.19 3.3% 83% True False 184,142
10 66.68 59.30 7.38 11.2% 2.25 3.4% 86% True False 153,356
20 74.25 59.30 14.95 22.8% 2.54 3.9% 42% False False 110,437
40 74.66 59.30 15.36 23.4% 2.46 3.8% 41% False False 76,927
60 74.66 52.24 22.42 34.2% 2.32 3.5% 60% False False 57,752
80 74.66 51.96 22.70 34.6% 2.24 3.4% 60% False False 46,230
100 74.66 45.78 28.88 44.0% 2.25 3.4% 69% False False 38,783
120 74.66 44.19 30.47 46.4% 2.22 3.4% 70% False False 33,332
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.44
2.618 72.07
1.618 70.01
1.000 68.74
0.618 67.95
HIGH 66.68
0.618 65.89
0.500 65.65
0.382 65.41
LOW 64.62
0.618 63.35
1.000 62.56
1.618 61.29
2.618 59.23
4.250 55.87
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 65.65 65.20
PP 65.64 64.79
S1 65.62 64.39

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

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