NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 73.21 73.69 0.48 0.7% 70.50
High 74.06 74.18 0.12 0.2% 74.06
Low 73.02 73.52 0.50 0.7% 69.67
Close 74.06 73.88 -0.18 -0.2% 74.06
Range 1.04 0.66 -0.38 -36.5% 4.39
ATR 1.53 1.47 -0.06 -4.1% 0.00
Volume 7,762 5,365 -2,397 -30.9% 24,682
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.84 75.52 74.24
R3 75.18 74.86 74.06
R2 74.52 74.52 74.00
R1 74.20 74.20 73.94 74.36
PP 73.86 73.86 73.86 73.94
S1 73.54 73.54 73.82 73.70
S2 73.20 73.20 73.76
S3 72.54 72.88 73.70
S4 71.88 72.22 73.52
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 74.18 69.67 4.51 6.1% 1.22 1.7% 93% True False 5,401
10 74.18 64.57 9.61 13.0% 1.14 1.5% 97% True False 4,616
20 74.84 63.61 11.23 15.2% 1.12 1.5% 91% False False 3,900
40 77.20 63.61 13.59 18.4% 1.02 1.4% 76% False False 3,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.99
2.618 75.91
1.618 75.25
1.000 74.84
0.618 74.59
HIGH 74.18
0.618 73.93
0.500 73.85
0.382 73.77
LOW 73.52
0.618 73.11
1.000 72.86
1.618 72.45
2.618 71.79
4.250 70.72
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 73.87 73.58
PP 73.86 73.27
S1 73.85 72.97

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

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