NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 71.51 70.00 -1.51 -2.1% 75.28
High 71.73 72.28 0.55 0.8% 76.42
Low 70.31 70.00 -0.31 -0.4% 73.16
Close 70.83 72.28 1.45 2.0% 73.32
Range 1.42 2.28 0.86 60.6% 3.26
ATR 1.77 1.81 0.04 2.1% 0.00
Volume 3,970 4,430 460 11.6% 17,630
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.36 77.60 73.53
R3 76.08 75.32 72.91
R2 73.80 73.80 72.70
R1 73.04 73.04 72.49 73.42
PP 71.52 71.52 71.52 71.71
S1 70.76 70.76 72.07 71.14
S2 69.24 69.24 71.86
S3 66.96 68.48 71.65
S4 64.68 66.20 71.03
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.08 81.96 75.11
R3 80.82 78.70 74.22
R2 77.56 77.56 73.92
R1 75.44 75.44 73.62 74.87
PP 74.30 74.30 74.30 74.02
S1 72.18 72.18 73.02 71.61
S2 71.04 71.04 72.72
S3 67.78 68.92 72.42
S4 64.52 65.66 71.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.25 70.00 5.25 7.3% 1.75 2.4% 43% False True 3,960
10 76.74 70.00 6.74 9.3% 1.62 2.2% 34% False True 3,687
20 76.74 66.05 10.69 14.8% 1.45 2.0% 58% False False 3,811
40 76.74 56.57 20.17 27.9% 1.40 1.9% 78% False False 2,826
60 76.74 56.18 20.56 28.4% 1.27 1.8% 78% False False 2,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.97
2.618 78.25
1.618 75.97
1.000 74.56
0.618 73.69
HIGH 72.28
0.618 71.41
0.500 71.14
0.382 70.87
LOW 70.00
0.618 68.59
1.000 67.72
1.618 66.31
2.618 64.03
4.250 60.31
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 71.90 72.63
PP 71.52 72.51
S1 71.14 72.40

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

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