NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 64.30 65.20 0.90 1.4% 69.01
High 65.63 66.85 1.22 1.9% 69.01
Low 63.75 65.11 1.36 2.1% 63.69
Close 64.12 66.54 2.42 3.8% 64.52
Range 1.88 1.74 -0.14 -7.4% 5.32
ATR 1.96 2.02 0.05 2.8% 0.00
Volume 5,034 7,849 2,815 55.9% 30,958
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.39 70.70 67.50
R3 69.65 68.96 67.02
R2 67.91 67.91 66.86
R1 67.22 67.22 66.70 67.57
PP 66.17 66.17 66.17 66.34
S1 65.48 65.48 66.38 65.83
S2 64.43 64.43 66.22
S3 62.69 63.74 66.06
S4 60.95 62.00 65.58
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 66.85 63.01 3.84 5.8% 1.50 2.2% 92% True False 6,457
10 74.66 63.01 11.65 17.5% 1.64 2.5% 30% False False 6,203
20 75.49 63.01 12.48 18.8% 1.74 2.6% 28% False False 5,353
40 76.74 63.01 13.73 20.6% 1.52 2.3% 26% False False 4,314
60 76.74 56.18 20.56 30.9% 1.43 2.2% 50% False False 3,515
80 76.74 56.18 20.56 30.9% 1.35 2.0% 50% False False 3,081
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.25
2.618 71.41
1.618 69.67
1.000 68.59
0.618 67.93
HIGH 66.85
0.618 66.19
0.500 65.98
0.382 65.77
LOW 65.11
0.618 64.03
1.000 63.37
1.618 62.29
2.618 60.55
4.250 57.72
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 66.35 66.00
PP 66.17 65.47
S1 65.98 64.93

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

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