NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 65.60 63.90 -1.70 -2.6% 69.01
High 65.62 64.52 -1.10 -1.7% 69.01
Low 64.53 63.69 -0.84 -1.3% 63.69
Close 65.26 64.52 -0.74 -1.1% 64.52
Range 1.09 0.83 -0.26 -23.9% 5.32
ATR 2.00 1.97 -0.03 -1.5% 0.00
Volume 7,675 4,859 -2,816 -36.7% 30,958
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 66.73 66.46 64.98
R3 65.90 65.63 64.75
R2 65.07 65.07 64.67
R1 64.80 64.80 64.60 64.94
PP 64.24 64.24 64.24 64.31
S1 63.97 63.97 64.44 64.11
S2 63.41 63.41 64.37
S3 62.58 63.14 64.29
S4 61.75 62.31 64.06
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.70 78.43 67.45
R3 76.38 73.11 65.98
R2 71.06 71.06 65.50
R1 67.79 67.79 65.01 66.77
PP 65.74 65.74 65.74 65.23
S1 62.47 62.47 64.03 61.45
S2 60.42 60.42 63.54
S3 55.10 57.15 63.06
S4 49.78 51.83 61.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.01 63.69 5.32 8.2% 1.38 2.1% 16% False True 6,191
10 75.49 63.69 11.80 18.3% 1.78 2.8% 7% False True 6,122
20 76.42 63.69 12.73 19.7% 1.72 2.7% 7% False True 4,806
40 76.74 61.52 15.22 23.6% 1.49 2.3% 20% False False 3,956
60 76.74 56.18 20.56 31.9% 1.37 2.1% 41% False False 3,239
80 76.74 55.18 21.56 33.4% 1.34 2.1% 43% False False 2,927
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 22 trading days
Fibonacci Retracements and Extensions
4.250 68.05
2.618 66.69
1.618 65.86
1.000 65.35
0.618 65.03
HIGH 64.52
0.618 64.20
0.500 64.11
0.382 64.01
LOW 63.69
0.618 63.18
1.000 62.86
1.618 62.35
2.618 61.52
4.250 60.16
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 64.38 65.15
PP 64.24 64.94
S1 64.11 64.73

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

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