NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	64.50	64.30	-0.20	-0.3%	69.01
High	64.95	65.63	0.68	1.0%	69.01
Low	63.01	63.75	0.74	1.2%	63.69
Close	64.18	64.12	-0.06	-0.1%	64.52
Range	1.94	1.88	-0.06	-3.1%	5.32
ATR	1.97	1.96	-0.01	-0.3%	0.00
Volume	6,868	5,034	-1,834	-26.7%	30,958

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.14	69.01	65.15
R3	68.26	67.13	64.64
R2	66.38	66.38	64.46
R1	65.25	65.25	64.29	64.88
PP	64.50	64.50	64.50	64.31
S1	63.37	63.37	63.95	63.00
S2	62.62	62.62	63.78
S3	60.74	61.49	63.60
S4	58.86	59.61	63.09

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	66.61	63.01	3.60	5.6%	1.53	2.4%	31%	False	False	6,082
10	75.49	63.01	12.48	19.5%	1.79	2.8%	9%	False	False	6,048
20	76.42	63.01	13.41	20.9%	1.77	2.8%	8%	False	False	5,162
40	76.74	62.75	13.99	21.8%	1.50	2.3%	10%	False	False	4,182
60	76.74	56.18	20.56	32.1%	1.43	2.2%	39%	False	False	3,402
80	76.74	56.18	20.56	32.1%	1.35	2.1%	39%	False	False	2,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	73.62
2.618	70.55
1.618	68.67
1.000	67.51
0.618	66.79
HIGH	65.63
0.618	64.91
0.500	64.69
0.382	64.47
LOW	63.75
0.618	62.59
1.000	61.87
1.618	60.71
2.618	58.83
4.250	55.76

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	64.69	64.32
PP	64.50	64.25
S1	64.31	64.19

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