NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 70.83 72.69 1.86 2.6% 69.17
High 72.81 73.40 0.59 0.8% 73.40
Low 70.54 72.13 1.59 2.3% 68.94
Close 72.48 73.35 0.87 1.2% 73.35
Range 2.27 1.27 -1.00 -44.1% 4.46
ATR 1.95 1.91 -0.05 -2.5% 0.00
Volume 10,446 14,621 4,175 40.0% 45,042
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.77 76.33 74.05
R3 75.50 75.06 73.70
R2 74.23 74.23 73.58
R1 73.79 73.79 73.47 74.01
PP 72.96 72.96 72.96 73.07
S1 72.52 72.52 73.23 72.74
S2 71.69 71.69 73.12
S3 70.42 71.25 73.00
S4 69.15 69.98 72.65
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.28 83.77 75.80
R3 80.82 79.31 74.58
R2 76.36 76.36 74.17
R1 74.85 74.85 73.76 75.61
PP 71.90 71.90 71.90 72.27
S1 70.39 70.39 72.94 71.15
S2 67.44 67.44 72.53
S3 62.98 65.93 72.12
S4 58.52 61.47 70.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.40 68.94 4.46 6.1% 1.67 2.3% 99% True False 9,008
10 73.40 63.01 10.39 14.2% 1.76 2.4% 100% True False 7,841
20 75.49 63.01 12.48 17.0% 1.77 2.4% 83% False False 6,981
40 76.74 63.01 13.73 18.7% 1.60 2.2% 75% False False 5,413
60 76.74 57.44 19.30 26.3% 1.56 2.1% 82% False False 4,282
80 76.74 56.18 20.56 28.0% 1.39 1.9% 84% False False 3,666
100 76.74 50.10 26.64 36.3% 1.40 1.9% 87% False False 3,362
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.80
2.618 76.72
1.618 75.45
1.000 74.67
0.618 74.18
HIGH 73.40
0.618 72.91
0.500 72.77
0.382 72.62
LOW 72.13
0.618 71.35
1.000 70.86
1.618 70.08
2.618 68.81
4.250 66.73
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 73.16 72.62
PP 72.96 71.90
S1 72.77 71.17

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

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