NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 63.55 63.84 0.29 0.5% 68.10
High 64.51 63.88 -0.63 -1.0% 68.10
Low 62.40 62.04 -0.36 -0.6% 62.04
Close 63.58 62.88 -0.70 -1.1% 62.88
Range 2.11 1.84 -0.27 -12.8% 6.06
ATR 2.41 2.37 -0.04 -1.7% 0.00
Volume 16,596 13,028 -3,568 -21.5% 66,010
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.45 67.51 63.89
R3 66.61 65.67 63.39
R2 64.77 64.77 63.22
R1 63.83 63.83 63.05 63.38
PP 62.93 62.93 62.93 62.71
S1 61.99 61.99 62.71 61.54
S2 61.09 61.09 62.54
S3 59.25 60.15 62.37
S4 57.41 58.31 61.87
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.52 78.76 66.21
R3 76.46 72.70 64.55
R2 70.40 70.40 63.99
R1 66.64 66.64 63.44 65.49
PP 64.34 64.34 64.34 63.77
S1 60.58 60.58 62.32 59.43
S2 58.28 58.28 61.77
S3 52.22 54.52 61.21
S4 46.16 48.46 59.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.10 62.04 6.06 9.6% 2.16 3.4% 14% False True 13,202
10 74.99 62.04 12.95 20.6% 2.61 4.1% 6% False True 11,159
20 75.49 62.04 13.45 21.4% 2.35 3.7% 6% False True 9,252
40 75.83 59.95 15.88 25.3% 1.99 3.2% 18% False False 8,817
60 75.83 54.20 21.63 34.4% 1.76 2.8% 40% False False 7,716
80 75.83 53.70 22.13 35.2% 1.69 2.7% 41% False False 7,078
100 75.83 45.87 29.96 47.6% 1.72 2.7% 57% False False 6,541
120 75.83 45.87 29.96 47.6% 1.65 2.6% 57% False False 5,981
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 0.53
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 71.70
2.618 68.70
1.618 66.86
1.000 65.72
0.618 65.02
HIGH 63.88
0.618 63.18
0.500 62.96
0.382 62.74
LOW 62.04
0.618 60.90
1.000 60.20
1.618 59.06
2.618 57.22
4.250 54.22
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 62.96 63.76
PP 62.93 63.46
S1 62.91 63.17

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

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