NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 71.06 68.26 -2.80 -3.9% 70.63
High 71.35 69.06 -2.29 -3.2% 74.85
Low 68.20 67.60 -0.60 -0.9% 67.60
Close 68.65 67.64 -1.01 -1.5% 67.64
Range 3.15 1.46 -1.69 -53.7% 7.25
ATR 2.54 2.47 -0.08 -3.0% 0.00
Volume 26,570 26,570 0 0.0% 103,891
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.48 71.52 68.44
R3 71.02 70.06 68.04
R2 69.56 69.56 67.91
R1 68.60 68.60 67.77 68.35
PP 68.10 68.10 68.10 67.98
S1 67.14 67.14 67.51 66.89
S2 66.64 66.64 67.37
S3 65.18 65.68 67.24
S4 63.72 64.22 66.84
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 91.78 86.96 71.63
R3 84.53 79.71 69.63
R2 77.28 77.28 68.97
R1 72.46 72.46 68.30 71.25
PP 70.03 70.03 70.03 69.42
S1 65.21 65.21 66.98 64.00
S2 62.78 62.78 66.31
S3 55.53 57.96 65.65
S4 48.28 50.71 63.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.85 67.60 7.25 10.7% 3.07 4.5% 1% False True 20,778
10 74.85 67.60 7.25 10.7% 2.80 4.1% 1% False True 18,482
20 75.27 67.60 7.67 11.3% 2.35 3.5% 1% False True 16,397
40 75.27 59.20 16.07 23.8% 2.16 3.2% 53% False False 13,898
60 75.27 53.00 22.27 32.9% 1.95 2.9% 66% False False 11,770
80 75.27 49.19 26.08 38.6% 1.92 2.8% 71% False False 10,494
100 75.27 45.06 30.21 44.7% 1.85 2.7% 75% False False 9,489
120 75.27 45.06 30.21 44.7% 1.78 2.6% 75% False False 8,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.67
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 75.27
2.618 72.88
1.618 71.42
1.000 70.52
0.618 69.96
HIGH 69.06
0.618 68.50
0.500 68.33
0.382 68.16
LOW 67.60
0.618 66.70
1.000 66.14
1.618 65.24
2.618 63.78
4.250 61.40
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 68.33 70.51
PP 68.10 69.55
S1 67.87 68.60

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

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