NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	69.77	71.57	1.80	2.6%	65.05
High	69.77	71.57	1.80	2.6%	69.77
Low	69.77	71.45	1.68	2.4%	65.05
Close	70.67	71.86	1.19	1.7%	70.67
Range	0.00	0.12	0.12		4.72
ATR
Volume	1,491	1,207	-284	-19.0%	9,930

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.99	72.04	71.93
R3	71.87	71.92	71.89
R2	71.75	71.75	71.88
R1	71.80	71.80	71.87	71.78
PP	71.63	71.63	71.63	71.61
S1	71.68	71.68	71.85	71.66
S2	71.51	71.51	71.84
S3	71.39	71.56	71.83
S4	71.27	71.44	71.79

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.66	81.38	73.27
R3	77.94	76.66	71.97
R2	73.22	73.22	71.54
R1	71.94	71.94	71.10	72.58
PP	68.50	68.50	68.50	68.82
S1	67.22	67.22	70.24	67.86
S2	63.78	63.78	69.80
S3	59.06	62.50	69.37
S4	54.34	57.78	68.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.57	65.71	5.86	8.2%	0.37	0.5%	105%	True	False	1,469
10	71.57	65.05	6.52	9.1%	0.47	0.7%	104%	True	False	1,951

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	0.04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	72.08
2.618	71.88
1.618	71.76
1.000	71.69
0.618	71.64
HIGH	71.57
0.618	71.52
0.500	71.51
0.382	71.50
LOW	71.45
0.618	71.38
1.000	71.33
1.618	71.26
2.618	71.14
4.250	70.94

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	71.74	71.20
PP	71.63	70.53
S1	71.51	69.87

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