NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	71.78	73.21	1.43	2.0%	70.50
High	73.26	74.06	0.80	1.1%	74.06
Low	71.76	73.02	1.26	1.8%	69.67
Close	73.26	74.06	0.80	1.1%	74.06
Range	1.50	1.04	-0.46	-30.7%	4.39
ATR	1.56	1.53	-0.04	-2.4%	0.00
Volume	3,978	7,762	3,784	95.1%	24,682

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.83	76.49	74.63
R3	75.79	75.45	74.35
R2	74.75	74.75	74.25
R1	74.41	74.41	74.16	74.58
PP	73.71	73.71	73.71	73.80
S1	73.37	73.37	73.96	73.54
S2	72.67	72.67	73.87
S3	71.63	72.33	73.77
S4	70.59	71.29	73.49

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.77	84.30	76.47
R3	81.38	79.91	75.27
R2	76.99	76.99	74.86
R1	75.52	75.52	74.46	76.26
PP	72.60	72.60	72.60	72.96
S1	71.13	71.13	73.66	71.87
S2	68.21	68.21	73.26
S3	63.82	66.74	72.85
S4	59.43	62.35	71.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.06	69.67	4.39	5.9%	1.26	1.7%	100%	True	False	4,936
10	74.06	63.61	10.45	14.1%	1.19	1.6%	100%	True	False	4,295
20	74.84	63.61	11.23	15.2%	1.09	1.5%	93%	False	False	3,987
40	77.20	63.61	13.59	18.3%	1.02	1.4%	77%	False	False	3,208

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	0.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.48
2.618	76.78
1.618	75.74
1.000	75.10
0.618	74.70
HIGH	74.06
0.618	73.66
0.500	73.54
0.382	73.42
LOW	73.02
0.618	72.38
1.000	71.98
1.618	71.34
2.618	70.30
4.250	68.60

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	73.89	73.33
PP	73.71	72.60
S1	73.54	71.87

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