NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 68.53 64.97 -3.56 -5.2% 65.85
High 68.79 69.12 0.33 0.5% 69.89
Low 64.69 64.82 0.13 0.2% 65.35
Close 65.23 68.92 3.69 5.7% 69.79
Range 4.10 4.30 0.20 4.9% 4.54
ATR 2.37 2.51 0.14 5.8% 0.00
Volume 59,010 100,202 41,192 69.8% 348,173
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.52 79.02 71.29
R3 76.22 74.72 70.10
R2 71.92 71.92 69.71
R1 70.42 70.42 69.31 71.17
PP 67.62 67.62 67.62 68.00
S1 66.12 66.12 68.53 66.87
S2 63.32 63.32 68.13
S3 59.02 61.82 67.74
S4 54.72 57.52 66.56
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.96 80.42 72.29
R3 77.42 75.88 71.04
R2 72.88 72.88 70.62
R1 71.34 71.34 70.21 72.11
PP 68.34 68.34 68.34 68.73
S1 66.80 66.80 69.37 67.57
S2 63.80 63.80 68.96
S3 59.26 62.26 68.54
S4 54.72 57.72 67.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.60 64.69 5.91 8.6% 2.73 4.0% 72% False False 75,960
10 70.60 63.39 7.21 10.5% 2.51 3.6% 77% False False 67,612
20 70.60 60.43 10.17 14.8% 2.30 3.3% 83% False False 50,120
40 75.27 60.43 14.84 21.5% 2.35 3.4% 57% False False 32,959
60 75.27 59.20 16.07 23.3% 2.22 3.2% 60% False False 25,714
80 75.27 53.00 22.27 32.3% 2.06 3.0% 71% False False 21,163
100 75.27 48.64 26.63 38.6% 2.00 2.9% 76% False False 18,223
120 75.27 45.06 30.21 43.8% 1.94 2.8% 79% False False 16,070
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 0.53
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 87.40
2.618 80.38
1.618 76.08
1.000 73.42
0.618 71.78
HIGH 69.12
0.618 67.48
0.500 66.97
0.382 66.46
LOW 64.82
0.618 62.16
1.000 60.52
1.618 57.86
2.618 53.56
4.250 46.55
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 68.27 68.48
PP 67.62 68.04
S1 66.97 67.60

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

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