NYMEX Light Sweet Crude Oil Future May 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	70.62	72.18	1.56	2.2%	65.75
High	70.62	72.35	1.73	2.4%	70.62
Low	70.62	71.91	1.29	1.8%	65.75
Close	71.18	72.41	1.23	1.7%	71.18
Range	0.00	0.44	0.44		4.87
ATR
Volume	1,348	1,101	-247	-18.3%	8,475

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.54	73.42	72.65
R3	73.10	72.98	72.53
R2	72.66	72.66	72.49
R1	72.54	72.54	72.45	72.60
PP	72.22	72.22	72.22	72.26
S1	72.10	72.10	72.37	72.16
S2	71.78	71.78	72.33
S3	71.34	71.66	72.29
S4	70.90	71.22	72.17

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.79	82.36	73.86
R3	78.92	77.49	72.52
R2	74.05	74.05	72.07
R1	72.62	72.62	71.63	73.34
PP	69.18	69.18	69.18	69.54
S1	67.75	67.75	70.73	68.47
S2	64.31	64.31	70.29
S3	59.44	62.88	69.84
S4	54.57	58.01	68.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.35	66.44	5.91	8.2%	0.43	0.6%	101%	True	False	1,458
10	72.35	65.75	6.60	9.1%	0.57	0.8%	101%	True	False	1,678

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	0.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.22
2.618	73.50
1.618	73.06
1.000	72.79
0.618	72.62
HIGH	72.35
0.618	72.18
0.500	72.13
0.382	72.08
LOW	71.91
0.618	71.64
1.000	71.47
1.618	71.20
2.618	70.76
4.250	70.04

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	72.32	71.75
PP	72.22	71.09
S1	72.13	70.43

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