NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 63.90 64.50 0.60 0.9% 69.01
High 64.52 64.95 0.43 0.7% 69.01
Low 63.69 63.01 -0.68 -1.1% 63.69
Close 64.52 64.18 -0.34 -0.5% 64.52
Range 0.83 1.94 1.11 133.7% 5.32
ATR 1.97 1.97 0.00 -0.1% 0.00
Volume 4,859 6,868 2,009 41.3% 30,958
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.87 68.96 65.25
R3 67.93 67.02 64.71
R2 65.99 65.99 64.54
R1 65.08 65.08 64.36 64.57
PP 64.05 64.05 64.05 63.79
S1 63.14 63.14 64.00 62.63
S2 62.11 62.11 63.82
S3 60.17 61.20 63.65
S4 58.23 59.26 63.11
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 68.47 63.01 5.46 8.5% 1.52 2.4% 21% False True 6,191
10 75.49 63.01 12.48 19.4% 1.78 2.8% 9% False True 5,892
20 76.42 63.01 13.41 20.9% 1.77 2.8% 9% False True 5,020
40 76.74 61.52 15.22 23.7% 1.51 2.4% 17% False False 4,079
60 76.74 56.18 20.56 32.0% 1.40 2.2% 39% False False 3,325
80 76.74 56.18 20.56 32.0% 1.33 2.1% 39% False False 2,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.20
2.618 70.03
1.618 68.09
1.000 66.89
0.618 66.15
HIGH 64.95
0.618 64.21
0.500 63.98
0.382 63.75
LOW 63.01
0.618 61.81
1.000 61.07
1.618 59.87
2.618 57.93
4.250 54.77
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 64.11 64.32
PP 64.05 64.27
S1 63.98 64.23

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

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