NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 69.01 68.25 -0.76 -1.1% 73.02
High 69.01 68.47 -0.54 -0.8% 75.49
Low 67.78 66.60 -1.18 -1.7% 70.44
Close 68.07 67.09 -0.98 -1.4% 70.71
Range 1.23 1.87 0.64 52.0% 5.05
ATR 2.07 2.05 -0.01 -0.7% 0.00
Volume 6,868 5,580 -1,288 -18.8% 21,095
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.00 71.91 68.12
R3 71.13 70.04 67.60
R2 69.26 69.26 67.43
R1 68.17 68.17 67.26 67.78
PP 67.39 67.39 67.39 67.19
S1 66.30 66.30 66.92 65.91
S2 65.52 65.52 66.75
S3 63.65 64.43 66.58
S4 61.78 62.56 66.06
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 66.60 8.89 13.3% 2.04 3.0% 6% False True 6,013
10 75.49 66.60 8.89 13.3% 1.89 2.8% 6% False True 5,343
20 76.74 66.60 10.14 15.1% 1.67 2.5% 5% False True 4,471
40 76.74 61.52 15.22 22.7% 1.50 2.2% 37% False False 3,607
60 76.74 56.18 20.56 30.6% 1.36 2.0% 53% False False 2,995
80 76.74 51.78 24.96 37.2% 1.35 2.0% 61% False False 2,756
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.42
2.618 73.37
1.618 71.50
1.000 70.34
0.618 69.63
HIGH 68.47
0.618 67.76
0.500 67.54
0.382 67.31
LOW 66.60
0.618 65.44
1.000 64.73
1.618 63.57
2.618 61.70
4.250 58.65
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 67.54 69.18
PP 67.39 68.48
S1 67.24 67.79

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

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