NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 65.20 66.60 1.40 2.1% 69.01
High 66.85 67.36 0.51 0.8% 69.01
Low 65.11 65.94 0.83 1.3% 63.69
Close 66.54 67.36 0.82 1.2% 64.52
Range 1.74 1.42 -0.32 -18.4% 5.32
ATR 2.02 1.98 -0.04 -2.1% 0.00
Volume 7,849 7,654 -195 -2.5% 30,958
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.15 70.67 68.14
R3 69.73 69.25 67.75
R2 68.31 68.31 67.62
R1 67.83 67.83 67.49 68.07
PP 66.89 66.89 66.89 67.01
S1 66.41 66.41 67.23 66.65
S2 65.47 65.47 67.10
S3 64.05 64.99 66.97
S4 62.63 63.57 66.58
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 67.36 63.01 4.35 6.5% 1.56 2.3% 100% True False 6,452
10 71.75 63.01 8.74 13.0% 1.52 2.3% 50% False False 6,551
20 75.49 63.01 12.48 18.5% 1.72 2.6% 35% False False 5,540
40 76.74 63.01 13.73 20.4% 1.51 2.2% 32% False False 4,486
60 76.74 56.45 20.29 30.1% 1.44 2.1% 54% False False 3,604
80 76.74 56.18 20.56 30.5% 1.35 2.0% 54% False False 3,156
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.40
2.618 71.08
1.618 69.66
1.000 68.78
0.618 68.24
HIGH 67.36
0.618 66.82
0.500 66.65
0.382 66.48
LOW 65.94
0.618 65.06
1.000 64.52
1.618 63.64
2.618 62.22
4.250 59.91
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 67.12 66.76
PP 66.89 66.16
S1 66.65 65.56

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

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