NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 64.50 64.30 -0.20 -0.3% 69.01
High 64.95 65.63 0.68 1.0% 69.01
Low 63.01 63.75 0.74 1.2% 63.69
Close 64.18 64.12 -0.06 -0.1% 64.52
Range 1.94 1.88 -0.06 -3.1% 5.32
ATR 1.97 1.96 -0.01 -0.3% 0.00
Volume 6,868 5,034 -1,834 -26.7% 30,958
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.14 69.01 65.15
R3 68.26 67.13 64.64
R2 66.38 66.38 64.46
R1 65.25 65.25 64.29 64.88
PP 64.50 64.50 64.50 64.31
S1 63.37 63.37 63.95 63.00
S2 62.62 62.62 63.78
S3 60.74 61.49 63.60
S4 58.86 59.61 63.09
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.70 78.43 67.45
R3 76.38 73.11 65.98
R2 71.06 71.06 65.50
R1 67.79 67.79 65.01 66.77
PP 65.74 65.74 65.74 65.23
S1 62.47 62.47 64.03 61.45
S2 60.42 60.42 63.54
S3 55.10 57.15 63.06
S4 49.78 51.83 61.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.61 63.01 3.60 5.6% 1.53 2.4% 31% False False 6,082
10 75.49 63.01 12.48 19.5% 1.79 2.8% 9% False False 6,048
20 76.42 63.01 13.41 20.9% 1.77 2.8% 8% False False 5,162
40 76.74 62.75 13.99 21.8% 1.50 2.3% 10% False False 4,182
60 76.74 56.18 20.56 32.1% 1.43 2.2% 39% False False 3,402
80 76.74 56.18 20.56 32.1% 1.35 2.1% 39% False False 2,999
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.62
2.618 70.55
1.618 68.67
1.000 67.51
0.618 66.79
HIGH 65.63
0.618 64.91
0.500 64.69
0.382 64.47
LOW 63.75
0.618 62.59
1.000 61.87
1.618 60.71
2.618 58.83
4.250 55.76
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 64.69 64.32
PP 64.50 64.25
S1 64.31 64.19

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

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