NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	74.19	72.84	-1.35	-1.8%	71.57
High	74.19	72.84	-1.35	-1.8%	75.28
Low	74.19	71.26	-2.93	-3.9%	71.45
Close	74.19	71.37	-2.82	-3.8%	75.34
Range	0.00	1.58	1.58		3.83
ATR	1.12	1.24	0.13	11.6%	0.00
Volume	3,784	1,191	-2,593	-68.5%	17,254

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.56	75.55	72.24
R3	74.98	73.97	71.80
R2	73.40	73.40	71.66
R1	72.39	72.39	71.51	72.11
PP	71.82	71.82	71.82	71.68
S1	70.81	70.81	71.23	70.53
S2	70.24	70.24	71.08
S3	68.66	69.23	70.94
S4	67.08	67.65	70.50

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.51	84.26	77.45
R3	81.68	80.43	76.39
R2	77.85	77.85	76.04
R1	76.60	76.60	75.69	77.23
PP	74.02	74.02	74.02	74.34
S1	72.77	72.77	74.99	73.40
S2	70.19	70.19	74.64
S3	66.36	68.94	74.29
S4	62.53	65.11	73.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.68	71.26	4.42	6.2%	0.94	1.3%	2%	False	True	3,719
10	75.68	68.16	7.52	10.5%	0.72	1.0%	43%	False	False	2,804

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	0.02
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	79.56
2.618	76.98
1.618	75.40
1.000	74.42
0.618	73.82
HIGH	72.84
0.618	72.24
0.500	72.05
0.382	71.86
LOW	71.26
0.618	70.28
1.000	69.68
1.618	68.70
2.618	67.12
4.250	64.55

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	72.05	73.47
PP	71.82	72.77
S1	71.60	72.07

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