NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 68.26 66.68 -1.58 -2.3% 64.37
High 68.86 67.01 -1.85 -2.7% 68.20
Low 66.48 62.70 -3.78 -5.7% 63.76
Close 67.23 63.35 -3.88 -5.8% 68.05
Range 2.38 4.31 1.93 81.1% 4.44
ATR 2.34 2.49 0.16 6.7% 0.00
Volume 245,180 253,558 8,378 3.4% 1,367,751
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.28 74.63 65.72
R3 72.97 70.32 64.54
R2 68.66 68.66 64.14
R1 66.01 66.01 63.75 65.18
PP 64.35 64.35 64.35 63.94
S1 61.70 61.70 62.95 60.87
S2 60.04 60.04 62.56
S3 55.73 57.39 62.16
S4 51.42 53.08 60.98
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 68.99 62.70 6.29 9.9% 2.58 4.1% 10% False True 271,524
10 68.99 61.45 7.54 11.9% 2.34 3.7% 25% False False 240,533
20 70.70 59.30 11.40 18.0% 2.37 3.7% 36% False False 174,707
40 74.66 59.30 15.36 24.2% 2.50 3.9% 26% False False 113,739
60 74.66 57.70 16.96 26.8% 2.39 3.8% 33% False False 83,618
80 74.66 51.96 22.70 35.8% 2.26 3.6% 50% False False 65,816
100 74.66 47.85 26.81 42.3% 2.24 3.5% 58% False False 54,569
120 74.66 44.19 30.47 48.1% 2.26 3.6% 63% False False 46,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 85.33
2.618 78.29
1.618 73.98
1.000 71.32
0.618 69.67
HIGH 67.01
0.618 65.36
0.500 64.86
0.382 64.35
LOW 62.70
0.618 60.04
1.000 58.39
1.618 55.73
2.618 51.42
4.250 44.38
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 64.86 65.85
PP 64.35 65.01
S1 63.85 64.18

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

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