NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	69.33	72.29	2.96	4.3%	73.77
High	72.58	74.04	1.46	2.0%	74.04
Low	69.33	70.66	1.33	1.9%	68.55
Close	72.50	73.95	1.45	2.0%	73.95
Range	3.25	3.38	0.13	4.0%	5.49
ATR	2.09	2.18	0.09	4.4%	0.00
Volume	12,117	9,295	-2,822	-23.3%	48,170

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.02	81.87	75.81
R3	79.64	78.49	74.88
R2	76.26	76.26	74.57
R1	75.11	75.11	74.26	75.69
PP	72.88	72.88	72.88	73.17
S1	71.73	71.73	73.64	72.31
S2	69.50	69.50	73.33
S3	66.12	68.35	73.02
S4	62.74	64.97	72.09

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.65	86.79	76.97
R3	83.16	81.30	75.46
R2	77.67	77.67	74.96
R1	75.81	75.81	74.45	76.74
PP	72.18	72.18	72.18	72.65
S1	70.32	70.32	73.45	71.25
S2	66.69	66.69	72.94
S3	61.20	64.83	72.44
S4	55.71	59.34	70.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.04	68.55	5.49	7.4%	2.56	3.5%	98%	True	False	9,634
10	74.04	68.55	5.49	7.4%	2.12	2.9%	98%	True	False	9,321
20	74.04	63.01	11.03	14.9%	1.86	2.5%	99%	True	False	7,876
40	76.74	63.01	13.73	18.6%	1.75	2.4%	80%	False	False	6,027
60	76.74	61.52	15.22	20.6%	1.63	2.2%	82%	False	False	4,913
80	76.74	56.18	20.56	27.8%	1.48	2.0%	86%	False	False	4,132
100	76.74	50.10	26.64	36.0%	1.47	2.0%	90%	False	False	3,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 107 trading days

Fibonacci Retracements and Extensions
4.250	88.41
2.618	82.89
1.618	79.51
1.000	77.42
0.618	76.13
HIGH	74.04
0.618	72.75
0.500	72.35
0.382	71.95
LOW	70.66
0.618	68.57
1.000	67.28
1.618	65.19
2.618	61.81
4.250	56.30

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	73.42	73.07
PP	72.88	72.18
S1	72.35	71.30

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