NYMEX Light Sweet Crude Oil Future October 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 62.85 62.08 -0.77 -1.2% 67.28
High 62.90 62.61 -0.29 -0.5% 67.30
Low 60.96 60.43 -0.53 -0.9% 60.96
Close 61.94 61.62 -0.32 -0.5% 61.94
Range 1.94 2.18 0.24 12.4% 6.34
ATR 2.44 2.42 -0.02 -0.7% 0.00
Volume 32,435 28,402 -4,033 -12.4% 159,758
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.09 67.04 62.82
R3 65.91 64.86 62.22
R2 63.73 63.73 62.02
R1 62.68 62.68 61.82 62.12
PP 61.55 61.55 61.55 61.27
S1 60.50 60.50 61.42 59.94
S2 59.37 59.37 61.22
S3 57.19 58.32 61.02
S4 55.01 56.14 60.42
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.42 78.52 65.43
R3 76.08 72.18 63.68
R2 69.74 69.74 63.10
R1 65.84 65.84 62.52 64.62
PP 63.40 63.40 63.40 62.79
S1 59.50 59.50 61.36 58.28
S2 57.06 57.06 60.78
S3 50.72 53.16 60.20
S4 44.38 46.82 58.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.74 60.43 6.31 10.2% 2.30 3.7% 19% False True 32,842
10 74.85 60.43 14.42 23.4% 2.55 4.1% 8% False True 27,930
20 74.85 60.43 14.42 23.4% 2.55 4.1% 8% False True 21,160
40 75.27 59.26 16.01 26.0% 2.25 3.6% 15% False False 16,979
60 75.27 53.00 22.27 36.1% 2.04 3.3% 39% False False 14,307
80 75.27 53.00 22.27 36.1% 1.91 3.1% 39% False False 12,421
100 75.27 45.81 29.46 47.8% 1.91 3.1% 54% False False 11,064
120 75.27 45.06 30.21 49.0% 1.82 3.0% 55% False False 9,880
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.88
2.618 68.32
1.618 66.14
1.000 64.79
0.618 63.96
HIGH 62.61
0.618 61.78
0.500 61.52
0.382 61.26
LOW 60.43
0.618 59.08
1.000 58.25
1.618 56.90
2.618 54.72
4.250 51.17
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 61.59 62.06
PP 61.55 61.91
S1 61.52 61.77

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

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