NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 74.55 71.75 -2.80 -3.8% 71.51
High 74.66 71.75 -2.91 -3.9% 74.06
Low 72.09 70.44 -1.65 -2.3% 70.00
Close 72.84 70.71 -2.13 -2.9% 72.37
Range 2.57 1.31 -1.26 -49.0% 4.06
ATR 1.97 2.00 0.03 1.6% 0.00
Volume 4,178 7,152 2,974 71.2% 23,864
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.90 74.11 71.43
R3 73.59 72.80 71.07
R2 72.28 72.28 70.95
R1 71.49 71.49 70.83 71.23
PP 70.97 70.97 70.97 70.84
S1 70.18 70.18 70.59 69.92
S2 69.66 69.66 70.47
S3 68.35 68.87 70.35
S4 67.04 67.56 69.99
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 75.49 70.44 5.05 7.1% 2.19 3.1% 5% False True 6,054
10 75.49 70.00 5.49 7.8% 1.92 2.7% 13% False False 4,639
20 76.74 70.00 6.74 9.5% 1.64 2.3% 11% False False 4,177
40 76.74 61.52 15.22 21.5% 1.51 2.1% 60% False False 3,431
60 76.74 56.18 20.56 29.1% 1.36 1.9% 71% False False 2,884
80 76.74 50.10 26.64 37.7% 1.37 1.9% 77% False False 2,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.32
2.618 75.18
1.618 73.87
1.000 73.06
0.618 72.56
HIGH 71.75
0.618 71.25
0.500 71.10
0.382 70.94
LOW 70.44
0.618 69.63
1.000 69.13
1.618 68.32
2.618 67.01
4.250 64.87
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 71.10 72.97
PP 70.97 72.21
S1 70.84 71.46

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

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