NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	71.75	69.01	-2.74	-3.8%	73.02
High	71.75	69.01	-2.74	-3.8%	75.49
Low	70.44	67.78	-2.66	-3.8%	70.44
Close	70.71	68.07	-2.64	-3.7%	70.71
Range	1.31	1.23	-0.08	-6.1%	5.05
ATR	2.00	2.07	0.07	3.3%	0.00
Volume	7,152	6,868	-284	-4.0%	21,095

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.98	71.25	68.75
R3	70.75	70.02	68.41
R2	69.52	69.52	68.30
R1	68.79	68.79	68.18	68.54
PP	68.29	68.29	68.29	68.16
S1	67.56	67.56	67.96	67.31
S2	67.06	67.06	67.84
S3	65.83	66.33	67.73
S4	64.60	65.10	67.39

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.36	84.09	73.49
R3	82.31	79.04	72.10
R2	77.26	77.26	71.64
R1	73.99	73.99	71.17	73.10
PP	72.21	72.21	72.21	71.77
S1	68.94	68.94	70.25	68.05
S2	67.16	67.16	69.78
S3	62.11	63.89	69.32
S4	57.06	58.84	67.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.49	67.78	7.71	11.3%	2.03	3.0%	4%	False	True	5,592
10	75.49	67.78	7.71	11.3%	1.84	2.7%	4%	False	True	5,182
20	76.74	67.78	8.96	13.2%	1.65	2.4%	3%	False	True	4,400
40	76.74	61.52	15.22	22.4%	1.48	2.2%	43%	False	False	3,535
60	76.74	56.18	20.56	30.2%	1.34	2.0%	58%	False	False	2,939
80	76.74	50.20	26.54	39.0%	1.36	2.0%	67%	False	False	2,745

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	0.07
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	74.24
2.618	72.23
1.618	71.00
1.000	70.24
0.618	69.77
HIGH	69.01
0.618	68.54
0.500	68.40
0.382	68.25
LOW	67.78
0.618	67.02
1.000	66.55
1.618	65.79
2.618	64.56
4.250	62.55

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	68.40	71.22
PP	68.29	70.17
S1	68.18	69.12

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols