NYMEX Light Sweet Crude Oil Future November 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 63.84 62.89 -0.95 -1.5% 68.10
High 63.88 63.50 -0.38 -0.6% 68.10
Low 62.04 61.38 -0.66 -1.1% 62.04
Close 62.88 62.56 -0.32 -0.5% 62.88
Range 1.84 2.12 0.28 15.2% 6.06
ATR 2.37 2.35 -0.02 -0.7% 0.00
Volume 13,028 12,725 -303 -2.3% 66,010
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.84 67.82 63.73
R3 66.72 65.70 63.14
R2 64.60 64.60 62.95
R1 63.58 63.58 62.75 63.03
PP 62.48 62.48 62.48 62.21
S1 61.46 61.46 62.37 60.91
S2 60.36 60.36 62.17
S3 58.24 59.34 61.98
S4 56.12 57.22 61.39
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 67.47 61.38 6.09 9.7% 2.20 3.5% 19% False True 13,578
10 74.99 61.38 13.61 21.8% 2.60 4.2% 9% False True 11,595
20 75.49 61.38 14.11 22.6% 2.40 3.8% 8% False True 9,457
40 75.83 59.95 15.88 25.4% 2.01 3.2% 16% False False 8,949
60 75.83 54.20 21.63 34.6% 1.79 2.9% 39% False False 7,874
80 75.83 54.20 21.63 34.6% 1.69 2.7% 39% False False 7,149
100 75.83 46.08 29.75 47.6% 1.73 2.8% 55% False False 6,627
120 75.83 45.87 29.96 47.9% 1.65 2.6% 56% False False 6,072
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.51
2.618 69.05
1.618 66.93
1.000 65.62
0.618 64.81
HIGH 63.50
0.618 62.69
0.500 62.44
0.382 62.19
LOW 61.38
0.618 60.07
1.000 59.26
1.618 57.95
2.618 55.83
4.250 52.37
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 62.52 62.95
PP 62.48 62.82
S1 62.44 62.69

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

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