NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 66.61 65.60 -1.01 -1.5% 73.02
High 66.61 65.62 -0.99 -1.5% 75.49
Low 64.72 64.53 -0.19 -0.3% 70.44
Close 64.77 65.26 0.49 0.8% 70.71
Range 1.89 1.09 -0.80 -42.3% 5.05
ATR 2.08 2.00 -0.07 -3.4% 0.00
Volume 5,976 7,675 1,699 28.4% 21,095
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.41 67.92 65.86
R3 67.32 66.83 65.56
R2 66.23 66.23 65.46
R1 65.74 65.74 65.36 65.44
PP 65.14 65.14 65.14 64.99
S1 64.65 64.65 65.16 64.35
S2 64.05 64.05 65.06
S3 62.96 63.56 64.96
S4 61.87 62.47 64.66
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 71.75 64.53 7.22 11.1% 1.48 2.3% 10% False True 6,650
10 75.49 64.53 10.96 16.8% 1.84 2.8% 7% False True 6,056
20 76.74 64.53 12.21 18.7% 1.74 2.7% 6% False True 4,822
40 76.74 61.52 15.22 23.3% 1.51 2.3% 25% False False 3,874
60 76.74 56.18 20.56 31.5% 1.37 2.1% 44% False False 3,165
80 76.74 55.05 21.69 33.2% 1.34 2.1% 47% False False 2,876
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 0.05
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 70.25
2.618 68.47
1.618 67.38
1.000 66.71
0.618 66.29
HIGH 65.62
0.618 65.20
0.500 65.08
0.382 64.95
LOW 64.53
0.618 63.86
1.000 63.44
1.618 62.77
2.618 61.68
4.250 59.90
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 65.20 66.50
PP 65.14 66.09
S1 65.08 65.67

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

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