NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 72.31 74.06 1.75 2.4% 71.51
High 73.71 74.06 0.35 0.5% 74.06
Low 72.29 72.05 -0.24 -0.3% 70.00
Close 73.40 72.37 -1.03 -1.4% 72.37
Range 1.42 2.01 0.59 41.5% 4.06
ATR 1.76 1.78 0.02 1.0% 0.00
Volume 4,199 9,176 4,977 118.5% 23,864
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.86 77.62 73.48
R3 76.85 75.61 72.92
R2 74.84 74.84 72.74
R1 73.60 73.60 72.55 73.22
PP 72.83 72.83 72.83 72.63
S1 71.59 71.59 72.19 71.21
S2 70.82 70.82 72.00
S3 68.81 69.58 71.82
S4 66.80 67.57 71.26
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.32 82.41 74.60
R3 80.26 78.35 73.49
R2 76.20 76.20 73.11
R1 74.29 74.29 72.74 75.25
PP 72.14 72.14 72.14 72.62
S1 70.23 70.23 72.00 71.19
S2 68.08 68.08 71.63
S3 64.02 66.17 71.25
S4 59.96 62.11 70.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.06 70.00 4.06 5.6% 1.66 2.3% 58% True False 4,772
10 76.42 70.00 6.42 8.9% 1.76 2.4% 37% False False 4,149
20 76.74 70.00 6.74 9.3% 1.50 2.1% 35% False False 4,015
40 76.74 57.44 19.30 26.7% 1.48 2.0% 77% False False 3,120
60 76.74 56.18 20.56 28.4% 1.28 1.8% 79% False False 2,692
80 76.74 50.10 26.64 36.8% 1.33 1.8% 84% False False 2,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.60
2.618 79.32
1.618 77.31
1.000 76.07
0.618 75.30
HIGH 74.06
0.618 73.29
0.500 73.06
0.382 72.82
LOW 72.05
0.618 70.81
1.000 70.04
1.618 68.80
2.618 66.79
4.250 63.51
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 73.06 72.88
PP 72.83 72.71
S1 72.60 72.54

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

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