NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 68.25 66.61 -1.64 -2.4% 73.02
High 68.47 66.61 -1.86 -2.7% 75.49
Low 66.60 64.72 -1.88 -2.8% 70.44
Close 67.09 64.77 -2.32 -3.5% 70.71
Range 1.87 1.89 0.02 1.1% 5.05
ATR 2.05 2.08 0.02 1.1% 0.00
Volume 5,580 5,976 396 7.1% 21,095
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.04 69.79 65.81
R3 69.15 67.90 65.29
R2 67.26 67.26 65.12
R1 66.01 66.01 64.94 65.69
PP 65.37 65.37 65.37 65.21
S1 64.12 64.12 64.60 63.80
S2 63.48 63.48 64.42
S3 61.59 62.23 64.25
S4 59.70 60.34 63.73
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 87.36 84.09 73.49
R3 82.31 79.04 72.10
R2 77.26 77.26 71.64
R1 73.99 73.99 71.17 73.10
PP 72.21 72.21 72.21 71.77
S1 68.94 68.94 70.25 68.05
S2 67.16 67.16 69.78
S3 62.11 63.89 69.32
S4 57.06 58.84 67.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.66 64.72 9.94 15.3% 1.77 2.7% 1% False True 5,950
10 75.49 64.72 10.77 16.6% 1.85 2.9% 0% False True 5,498
20 76.74 64.72 12.02 18.6% 1.73 2.7% 0% False True 4,593
40 76.74 61.52 15.22 23.5% 1.52 2.3% 21% False False 3,733
60 76.74 56.18 20.56 31.7% 1.37 2.1% 42% False False 3,067
80 76.74 51.78 24.96 38.5% 1.35 2.1% 52% False False 2,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.64
2.618 71.56
1.618 69.67
1.000 68.50
0.618 67.78
HIGH 66.61
0.618 65.89
0.500 65.67
0.382 65.44
LOW 64.72
0.618 63.55
1.000 62.83
1.618 61.66
2.618 59.77
4.250 56.69
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 65.67 66.87
PP 65.37 66.17
S1 65.07 65.47

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

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