NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 69.17 69.57 0.40 0.6% 64.50
High 70.12 71.13 1.01 1.4% 69.15
Low 69.00 69.43 0.43 0.6% 63.01
Close 69.94 70.11 0.17 0.2% 68.86
Range 1.12 1.70 0.58 51.8% 6.14
ATR 1.94 1.93 -0.02 -0.9% 0.00
Volume 4,997 7,414 2,417 48.4% 33,368
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.32 74.42 71.05
R3 73.62 72.72 70.58
R2 71.92 71.92 70.42
R1 71.02 71.02 70.27 71.47
PP 70.22 70.22 70.22 70.45
S1 69.32 69.32 69.95 69.77
S2 68.52 68.52 69.80
S3 66.82 67.62 69.64
S4 65.12 65.92 69.18
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.43 83.28 72.24
R3 79.29 77.14 70.55
R2 73.15 73.15 69.99
R1 71.00 71.00 69.42 72.08
PP 67.01 67.01 67.01 67.54
S1 64.86 64.86 68.30 65.94
S2 60.87 60.87 67.73
S3 54.73 58.72 67.17
S4 48.59 52.58 65.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.13 65.11 6.02 8.6% 1.65 2.3% 83% True False 6,775
10 71.13 63.01 8.12 11.6% 1.59 2.3% 87% True False 6,428
20 75.49 63.01 12.48 17.8% 1.74 2.5% 57% False False 5,886
40 76.74 63.01 13.73 19.6% 1.59 2.3% 52% False False 4,786
60 76.74 56.57 20.17 28.8% 1.49 2.1% 67% False False 3,816
80 76.74 56.18 20.56 29.3% 1.38 2.0% 68% False False 3,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.36
2.618 75.58
1.618 73.88
1.000 72.83
0.618 72.18
HIGH 71.13
0.618 70.48
0.500 70.28
0.382 70.08
LOW 69.43
0.618 68.38
1.000 67.73
1.618 66.68
2.618 64.98
4.250 62.21
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 70.28 69.75
PP 70.22 69.38
S1 70.17 69.02

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

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