NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 65.40 66.62 1.22 1.9% 64.37
High 67.49 68.20 0.71 1.1% 68.20
Low 64.40 66.46 2.06 3.2% 63.76
Close 67.16 68.05 0.89 1.3% 68.05
Range 3.09 1.74 -1.35 -43.7% 4.44
ATR 2.46 2.40 -0.05 -2.1% 0.00
Volume 319,989 321,627 1,638 0.5% 1,367,751
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.79 72.16 69.01
R3 71.05 70.42 68.53
R2 69.31 69.31 68.37
R1 68.68 68.68 68.21 69.00
PP 67.57 67.57 67.57 67.73
S1 66.94 66.94 67.89 67.26
S2 65.83 65.83 67.73
S3 64.09 65.20 67.57
S4 62.35 63.46 67.09
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.99 78.46 70.49
R3 75.55 74.02 69.27
R2 71.11 71.11 68.86
R1 69.58 69.58 68.46 70.35
PP 66.67 66.67 66.67 67.05
S1 65.14 65.14 67.64 65.91
S2 62.23 62.23 67.24
S3 57.79 60.70 66.83
S4 53.35 56.26 65.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.20 63.76 4.44 6.5% 2.12 3.1% 97% True False 273,550
10 68.20 59.30 8.90 13.1% 2.23 3.3% 98% True False 210,207
20 74.25 59.30 14.95 22.0% 2.53 3.7% 59% False False 148,509
40 74.66 59.30 15.36 22.6% 2.48 3.6% 57% False False 97,774
60 74.66 53.76 20.90 30.7% 2.37 3.5% 68% False False 72,469
80 74.66 51.96 22.70 33.4% 2.25 3.3% 71% False False 57,352
100 74.66 47.85 26.81 39.4% 2.22 3.3% 75% False False 47,750
120 74.66 44.19 30.47 44.8% 2.24 3.3% 78% False False 40,927
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.60
2.618 72.76
1.618 71.02
1.000 69.94
0.618 69.28
HIGH 68.20
0.618 67.54
0.500 67.33
0.382 67.12
LOW 66.46
0.618 65.38
1.000 64.72
1.618 63.64
2.618 61.90
4.250 59.07
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 67.81 67.36
PP 67.57 66.67
S1 67.33 65.98

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

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