NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 69.57 69.41 -0.16 -0.2% 64.50
High 71.13 70.93 -0.20 -0.3% 69.15
Low 69.43 68.94 -0.49 -0.7% 63.01
Close 70.11 70.72 0.61 0.9% 68.86
Range 1.70 1.99 0.29 17.1% 6.14
ATR 1.93 1.93 0.00 0.2% 0.00
Volume 7,414 7,564 150 2.0% 33,368
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.17 75.43 71.81
R3 74.18 73.44 71.27
R2 72.19 72.19 71.08
R1 71.45 71.45 70.90 71.82
PP 70.20 70.20 70.20 70.38
S1 69.46 69.46 70.54 69.83
S2 68.21 68.21 70.36
S3 66.22 67.47 70.17
S4 64.23 65.48 69.63
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 65.94 5.19 7.3% 1.70 2.4% 92% False False 6,718
10 71.13 63.01 8.12 11.5% 1.60 2.3% 95% False False 6,587
20 75.49 63.01 12.48 17.6% 1.72 2.4% 62% False False 6,043
40 76.74 63.01 13.73 19.4% 1.59 2.2% 56% False False 4,927
60 76.74 56.57 20.17 28.5% 1.51 2.1% 70% False False 3,898
80 76.74 56.18 20.56 29.1% 1.39 2.0% 71% False False 3,390
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.39
2.618 76.14
1.618 74.15
1.000 72.92
0.618 72.16
HIGH 70.93
0.618 70.17
0.500 69.94
0.382 69.70
LOW 68.94
0.618 67.71
1.000 66.95
1.618 65.72
2.618 63.73
4.250 60.48
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 70.46 70.49
PP 70.20 70.26
S1 69.94 70.04

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

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