NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 70.00 71.95 1.95 2.8% 75.28
High 72.28 72.84 0.56 0.8% 76.42
Low 70.00 71.69 1.69 2.4% 73.16
Close 72.28 71.90 -0.38 -0.5% 73.32
Range 2.28 1.15 -1.13 -49.6% 3.26
ATR 1.81 1.76 -0.05 -2.6% 0.00
Volume 4,430 2,089 -2,341 -52.8% 17,630
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.59 74.90 72.53
R3 74.44 73.75 72.22
R2 73.29 73.29 72.11
R1 72.60 72.60 72.01 72.37
PP 72.14 72.14 72.14 72.03
S1 71.45 71.45 71.79 71.22
S2 70.99 70.99 71.69
S3 69.84 70.30 71.58
S4 68.69 69.15 71.27
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% 1.62 2.3% 36% False False 3,594
10 76.74 70.00 6.74 9.4% 1.64 2.3% 28% False False 3,587
20 76.74 66.38 10.36 14.4% 1.48 2.1% 53% False False 3,744
40 76.74 57.44 19.30 26.8% 1.43 2.0% 75% False False 2,843
60 76.74 56.18 20.56 28.6% 1.27 1.8% 76% False False 2,511
80 76.74 48.71 28.03 39.0% 1.31 1.8% 83% False False 2,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.73
2.618 75.85
1.618 74.70
1.000 73.99
0.618 73.55
HIGH 72.84
0.618 72.40
0.500 72.27
0.382 72.13
LOW 71.69
0.618 70.98
1.000 70.54
1.618 69.83
2.618 68.68
4.250 66.80
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 72.27 71.74
PP 72.14 71.58
S1 72.02 71.42

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

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