NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 76.55 74.67 -1.88 -2.5% 73.68
High 76.79 74.71 -2.08 -2.7% 76.87
Low 76.25 73.54 -2.71 -3.6% 72.94
Close 76.47 73.86 -2.61 -3.4% 76.47
Range 0.54 1.17 0.63 116.7% 3.93
ATR 1.62 1.71 0.09 5.8% 0.00
Volume 749 1,475 726 96.9% 10,439
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.55 76.87 74.50
R3 76.38 75.70 74.18
R2 75.21 75.21 74.07
R1 74.53 74.53 73.97 74.29
PP 74.04 74.04 74.04 73.91
S1 73.36 73.36 73.75 73.12
S2 72.87 72.87 73.65
S3 71.70 72.19 73.54
S4 70.53 71.02 73.22
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.22 85.77 78.63
R3 83.29 81.84 77.55
R2 79.36 79.36 77.19
R1 77.91 77.91 76.83 78.64
PP 75.43 75.43 75.43 75.79
S1 73.98 73.98 76.11 74.71
S2 71.50 71.50 75.75
S3 67.57 70.05 75.39
S4 63.64 66.12 74.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 73.14 3.73 5.1% 1.26 1.7% 19% False False 1,998
10 76.87 72.87 4.00 5.4% 1.50 2.0% 25% False False 3,010
20 79.47 71.82 7.65 10.4% 1.36 1.8% 27% False False 2,893
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.68
2.618 77.77
1.618 76.60
1.000 75.88
0.618 75.43
HIGH 74.71
0.618 74.26
0.500 74.13
0.382 73.99
LOW 73.54
0.618 72.82
1.000 72.37
1.618 71.65
2.618 70.48
4.250 68.57
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 74.13 75.21
PP 74.04 74.76
S1 73.95 74.31

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

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